end

It's hard to tell because it's not completely explained so one is left to come to their own conclusions. Basically, from what I've found out is that after Utena opens the doors of the castle, she is hit with the swords of hatred, carrying out the "revolution" that Akio failed to do. Utena then disappears. Afterwards, like a few days later, Anthy leaves the academy in search of Utena; Anthy's ties to the academy and Akio seemingly severed since she no longer acts as the Rose Bride.

I don't think Utena dies, despite being stabbed by Anthy and then being hit with the swords of hatred. I think the swords of hatred were probably either metaphors or, possibly, metaphysical; if they were actual swords then Anthy would be dead too. So we can assume that Utena can still be alive. I like to think she's in the castle with Dios.