For anyone who missed it in the cliffhanger
"Cole "Trust me, it's a mercy. You don't want to know what they suffered through before they met their end.""
Both Twins are dead. Not just Liz.
My opinion on the cliffhanger:
Look, I really didn't like it. Not just because I like the Twins, but because of how this death is used.
1. Sets up Cole as the enemy, but Cole was already an enemy to begin with, he didn't need a setup.
2. The game has spent a huge amount of time familiarizing the audience with the Twins, showing their stories and their growth and using them as a device for MC to take action. They have prominent roles, so dying here makes all this time invested kind of.. pointless.
So even if we assume that the game always wanted to kill them to prompt MC to toughen up and destroy his enemies.. the sad reality is that the death was wasted.
This destroys any chance of reconciliation between MC and SIN / Ella's kids / Tanos and Eisheth. It's not just Cole. Everyone is guilty for putting them in this situation, for extreme negligence and a lot of other grievances. MC can't just forget this and join them down the line. This also happened in the same update that blurred the lines between Ella's goals, the Apostles and the Lord of Dark.
Additionally, there is a dissonance between the actual permanence of death, the reader's understanding and MC's understanding. For all MC knows, Twins are dead. Unless they somehow regenerate on the spot (which is actually possible based on their powers), MC should just accept that they died and avenge them.
This isn't something to forget. the Twins are literally MC's oldest friends. If MC wants to think of himself as a protector of those he holds dear, there is only one response, and this is to show the same mercy that Cole showed the Twins, to everyone involved.
On the flipside, chances are that even if the Twins die, they will return. Either through MC figuring out a new aspect of his power, through Nyx (with or without Charlie's assistance, as she too wants to ressurect her brother), or some other mechanism. This weakens the dramatic aspect of death and makes it a cheap cliffhanger.
Lastly I'm sure that this being the Twin arc, people would love to see the Twins in action. If that doesn't happen, then the game may spend a lot of time on MC attempting to ressurect the Twins and the audience will have follow along without knowing if the time spent on it is worth the trouble. If Twins can be ressurected now, they can also be ressurected later. It's hard for MC to get derailed in a quest to do it as fast as possible, with so many conflicts open and active.