I'm so confused. I went in to the final chamber, confronted heurodis by blasting the Mythallars, defeated her thanks to one spell scroll which will remain nameless (well two but who's counting) and what happens.

My character goes into a movie sequence, opens the portal to the shadow realm and runs in finishing the game. No save that I can see, no teleport to Neverwinter which I got the impression could happen if and when I defeated heurodis, nothing but the credits.

Is this how this module ends: in a mysterious anticlimax.

Don't tell me I am not to blast the mythallars, because she (Heurodis) was blasting them pretty good herself.

You don't teleport to Neverwinter. As far as the module's story is concerned, your character from SoU has no ties to that city at all, so why would he teleport there? Your character goes into the shadow realm to escape his certain death which would otherwise happen when Undrentide, which is now falling because the mythal holding it afloat is destroyed, hits the ground. Then you're supposed to get an outro movie and the credits.

And you're right, there's no 'endgame save' made like the Baldur's Gate games did. Your character is saved though. It will be available in the list when you start another game with the 'use pregenerated character' option.

One thing I've always wondered with that end sequence is what happens to Dorna/Xanos - do they fall with Undrentide I wonder, because they make no apperance in HoTU, and I did not see them walk thorugh the shadow portal with the PC at the end...?

Samething in mine. Xanos just stood their as my PC opened the portal and walked in.

Somehow I would have expected something different, like Elminster showing up in the shadow realm to give you away out. Or you wait in the shadow realm for awhile and then just walk back through the portal to the realm of light and into the middle of the desert, there you are picked up half dead by a halfling caravan. And they were directed to the hero by a sphinx who wanted them to tell you that he and you are now even.

That would blow the story line for Hordes. Check out how it starts. As for the henchies, they are toast, I'd say. Too much baggage to take into the next chapter, expansion, anyway.

Your henchy probably escapes with you into the Shadow Realm and to go their own way afterwards. I know this isn't shown explicitly in the cutscene, but seeing how it ends the second after your own character enters the door it's still possible that it happens, plus it would be a very safe asumption to make. Although I admit I wouldn't put it past Xanos to be dumb enough to just stand there gawking until he crashes into the ground, which of coure wouldn't be a great loss.

Of course, as far as the game is concerned, they are indeed, as Robert said, toast. Apart from one little guy of course.