My wild prediction on the ending:
Malcolm finalizes his plans to assassinateLuciferwhile setting Dan as the culprit. Meanwhile, Dan is watching his world fall apart around him - he needs to take Malcolm down, but in doing so, utterly jeopardizes any reconciliation with Chloe since she will realize he was the dirty cop all this time. So Dan turns to the last person he would want to ask any favors -Lucifer. After hearing Dan's tale and potential payment,Luciferreluctantly agrees to help since being the devil, he always accept the deal. Requesting another "favor", Malcolm forces Dan into even more illegal activities and arranges a meet. Chloe wonders aboutLucifersince until this time, he was always attempting to have a romp with her; but now seems a bit distant and later discovers he has been interacting with Dan. So she followsLuciferwho is following Dan to meet up with Malcolm.
Malcolm attempts to bully Dan around again, but this time Dan feels he has the upper hand withLucifer.Lucifersteps into the light and postures about knowing how evil Malcolm has been and how he will get punished soon. Malcolm takes his chance to fulfill his promise to Amenadiel, but Dan pulls a gun on Malcolm. Chloe - who has been sneaking around and heard the whole story of both Dan and Malcolm being dirty cops, steps into the open to arrest them both. Realizing Amenadiel is not patient, Malcolm wildly opens fire towardsLuciferbut strikes Chloe instead. In a state of shock, Dan shoots Malcolm - who is dying a second time and meets Amenadiel again who has had enough of Malcolm and dispatches his soul to Hell. Meanwhile,Luciferhas rushed to Chloe's side with mixed emotions. He turns his head towards Dan and his demonic side comes forth. Similar to the producer in the early episodes, Dan panics and shootsLuciferand he bleeds (he was still holding Chloe). As Dan curls into a fetal position in fear,Luciferfalls to his knees similar to the famous scene from "Platoon", wondering how this is happening. Amenadiel steps into the light holding the last feather fragment ofLucifer's wings while telling him that he is going ~home~. AsLucifermumbles about Mazikeen betraying him once again, Amenadiel assuresLuciferthat this time was not a betrayal on her part, but a failure to protect him...
Amenadiel stand gloating over a ~dying~Lucifer, grinning from ear to ear before a look of shock crosses his face. Mazikeen whispers into his ear about "Seeing you soon in Hell!" as her knife finishes cutting Amenadiel's throat. As the angel appears to die, the scene pans out with Mazikeen's true appearance blankly staring at a bleedingLuciferunconsciously lying across a very bleeding to death Chloe in what appears to be a last embrace.