Did Lenny die?
In case you forgot, the opening of the first episode of The Young Pope showed Lenny crawling out from underneath a giant pile of babies. Seriously, there were so many CG infants. So, it only makes sense that the show would flip that twisted birth imagery on its head at the very end of the last episode by killing off Lenny -- or, at the very least, providing an image of him in a death-like pose. Instead of emerging from a pile of babies, he's clutching his heart and struggling to breathe, swarmed by his advisors here as the camera pulls back, a bizarre mirror of the pilot's provocative opening. Having finally revealed himself to the public, Pope Pius ascends into heaven.
But did Sorrentino actually pull the trigger on killing off the pontiff? There's certainly contextual evidence in Lenny's speech to the crowd ("One day I will die," he tells his adoring fans, "and I will finally be able to embrace you all one by one. Yes, I will. I have faith that I will"), but the larger realities of TV production remain. If there's really going to be a second season, HBO will want Jude Law back unless this becomes a True Detective-like anthology series with a different, younger pope each season. (I'm going to make a humble suggestion for the next one: John Cena.)
What's the possible solution? There's also the distinct possibility that Lenny did actually die, but that he'll be back because of divine providence. Sorrentino could take a page from the Bible for this one: every sequel needs a good resurrection. The Lord works in mysterious ways -- and he loves Jude Law.