Shiera was revealed alive and captured when we found out what the Entity had to say to her.
“If your lover dies here, there is no more resurrection. Save him from Hath-Set.”
So now we know that Hath-Set brought them here so that he could finally kill them for good.
And the fact that right after Shiera sees this, he walks on out? Yeah, Hath has a plan in motion and he’s working with the Queen.
