The final two episodes of the second season throw your emotions and attachment for these two characters in the ringer. While James and Alyssa end up convincing Bonnie that she doesn't have to kill them, they're confronted by the issues they've been struggling with the entire season. James needs to focus on grieving his father's death, and Alyssa needs to accept that she is still traumatized from surviving her attack. Once they're given time to do that, the series comes to a comforting, deserving end.
At the end of Season 2, Alyssa impulsively runs away without James, leaving only a cryptic letter, frightening him into thinking she might be hurting herself. He eventually finds her at the source of her pain: Professor Koch's home, where she was assaulted and James committed murder to protect her. James interprets Alyssa's letter as a suicide note, which triggers memories of his mother's death and forces him to wrestle with the thought that everyone in his life has abandoned him. But Alyssa needs to take the first step toward facing her own trauma before she and James can reconcile. Once James finds Alyssa, they console each other, and the rest of the finale takes on a melancholic tone as James decides to spread his father's ashes (in what ends up being one of the funniest, most endearing moments of Season 2) and they make a pact to be there for one another.