Well from that ending, we see how two bogeyman or whatever, carrying two pieces of the pyramid. We can clearly see that there inside of the helmet is a sharp large needles or something. A normal human being would die, if put those two together. So I think in that ending Alex is killed by those two guys, by the pyramid. And after that a new bogeyman is appears from the otherworld of the silent hill.
1.) Grabbed health items while in a dream and somehow teleported them into reality. How did he do that? 2.) Had a map of a building (Toluca Offices) in his pocket from the very beginning. Never picked it up. He just had it. How did he know he would need it? 3.) Had a mental flashback of a secret, un-witnessed meeting between Adam and Josh in the attic. How did he have a memory of something he never saw? 4.) Had the Water and Power building circled on his map *before* he knew he needed to shut down the power. How did he know he was going there?