The last scene of episode 10, where Koharu and Alice are reunited in the Girl Gun Fight realm, makes sense; considering that Koharu is the only one to remember the entire shebang as a result of the incomplete ritual to make Alice human. And since the two are literally the only ones in the Girl Gun Fight realm (remember that the Girl Gun system, not the realm itself, is done away with due to the death of its creator), they can furnish a brand-new Girl Gun system that doesn't involve getting killed off and being Ret-Gone.
The Reveal at the end of episode 6, where the defeated combatants of the Girl Gun Fight are displayed as dolls in a secret room, gets more unnerving as the next episode rolls. The defeated girls are depicted to be as lifelike as possible, with smooth and fair skin and all, which implies they have all underwent taxidermy. It gets even more unnerving when one thinks of what the unseen "game master" of the Girl Gun Fight does to the girls in his off-time... like having his way with them.
If you look closely, you'll find that it's not just girls who were lost from the blue, pink, yellow, and black teams. There were seemingly orange, purple, red, and white teams at one point during the Girl Gun Fight. The key word being "were."
The Girl Gun system itself is pretty scary upon realizing how its been used throughout the series. It can be used to either erase not just you, but any and all evidence of your existence. Or it can suddenly cause you to suddenly exist and fabricate a complete history for you to make it seem that you were always there. And none would be the wiser.
It's not just the players in the Girl Gun Fight who are affected, but everyday people as well. Not only could you suddenly forget all memory of someone close to you (Be it a friend or family member) almost instantly, but you could also gain memories of another person who previously didn't exist and not even know it as to you, they were always there.
The Reveal at the end of Episode 8, where Matsuko informs Koharu that all the combatants of the Girl Gun Fight are erased at the end of the final ceremony, leaving only the Lady Commander of the winning team as the Sole Survivor. Koharu figures out that the only way Matsuko would know about this is if she were the aforementioned Lady Commander. The next episode preview shows Bianca, Charlotte, and Daisy — the losing Lady Commanders attacking their respective teams. Is this due to their anger towards the girls for failing to win (meaning that now they will be "broken") and wants them to go down with them? Or is this standard procedure? Assuming that Matsuko is the surviving Lady Commander, Amatsu; and that her team was killed off — presumably by her own hand. Was she truly remorseful of what she has done? Was she complicit? Or was she compelled?
The process on how a Girl Gun Lady become human would be revealed in Episode 10: She would be given a sleeping pill, then the Game Master would sacrifice her teammates without her knowing. We've already seen how it affected Amatsu when she became Matsuko. How would Alice feel had the Game Master succeeded in sacrificing Koharu, Akiho, and Fuyumi just so she could become human?
