After defeating Death, Koro Sensei explained that it was Death who had been the one that destroyed the moon and the lab all those years ago. The reason he challenged Nagisa and the others to kill him was to get them ready for Death, not knowing when he would show himself. Koro Sensei also went back to E-Class to train new assassions with implanted tentacles for the government. As for Kaede and Chūsei, the two of them had become the youngest assassions for the government.
The End.