Anime ending
After the hospital incident, Nyaa comes back from a demon meeting and informs Shia that she has just been fired from being a demon apprentice. While explaining the reason, Shia stays calm and seems to have accepted her fate, which is dissapearing during the next full moon. Nyaa tries to persuade her by telling her to make someone unhappy, to keep her from dissapearing, but Shia replies that she does not mind. She realized she wasn't the type of person who could be a demon, because she would feel sad when someone became unhappy - she'd rather dissapear than having to make people unhappy. She even apologizes to Nyaa for not being skillful enough and hopes he'll find a better apprentice next time.

When Kotarou and the rest receive the cookies Shia made them, they all head for her appartment, wanting to have an explanation and trying to refrain her from leaving. However, Shia does not reply to that, but instead expresses her gratitude for having met all them, and dissapears into the night, taking everyone's memories about her with her. Only Misha remembers Shia, because she is not human.

After Misha gets Kotarou to remember snippets of the time when Shia was around, Sasha appears and (accidentally) reveals the method to revive Shia. Misha is set on getting Shia back by having everyone regain their memories of her, and manages to do so, even though this causes her to dissapear. When we next see Shia, she still lives in the apartment next to Kotarou with Nyaa and believes that as long as she doesn't forget her memories of Misha, she will be able to come back one day.

Manga ending
In the manga, Shia's story ends in a whole different way. After we get to know about her past, we return to the present where Kotarou confronts Shia with Taro's death. She bursts out in tears, and we find out why Shia didn't remember anything of her past (due to Nyaa removing her memories as Shima). Misha suggests going to the apple tree, where Shia apologizes to Taro. When Kotarou hears a song, he starts digging in the area around the tree, and finds a picture of Taro, Kotaroh and Shino. He tells Shia it's thanks to her that he is here today, and that she's not alone anymore. After paying their last respects to Taro and arrive at the station, Kotarou goes to get the tickets, while Shia will be waiting for him. However, when he comes back, Shia seems to be asleep and doesn't wake up. Nyaa appears, and states that she has died. Before he leaves and takes Shia with her, we see him change his opinion about her though:

Turned out to be quite the demon, didn't she? Taking advantage of the weakest part of a human's heart and wreaking havoc with it and fate itself.