Adora closed the portal and Catra followed her. Finally confessing their feelings for each other they died of hypothermia in each other's arms. Then they met an Angel. There they made a bargain; in return for not sending Catra to Hell, they would go to a strange new world and defeat the Demon King threatening it.
They strapped many of Bakuda's bombs to Leviathan, not knowing what they would do. One of those bombs opened a portal to another world. Meanwhile class 1-A is fighting the League of Villains when a vortex opens up and sucks everyone into a strange new world at the feet of a nigh invincible monster.