as a touhou & HM fan,man,u r doing this real great.it‘s a pity that this masterpiece not in top(i like ur work very much bro)
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That's a bug, did you happen to see if there was some sort of error message?
(The only thing that's supposed to happen after that fadeout is that the game returns to the title screen so you didn't miss anything at least)
Had a look in the script and the last thing in that cutscene is an infinite delay (normally they end with a level transition), I gotta double-check that's it's not possible to skip past it and run out of cutscene content...