WMG / Yosuga no Sora

In the anime, at least, Haruka and Sora actually drowned.
Scenes showing them alive after Haruka loses consciousness underwater are either dying hallucinations or their afterlives. The text message that Kazuha claimed to receive was actually a fake, sent by herself or possibly by Akira.

The biggest clue that this is the case is the final scene of the anime, intended to seem like a Bookend of the first, showing Haruka eating pocky on a train with Sora in the opposite seat. Sora then kisses him passionately. However. Sora's stuffed rabbit is shown to be intact, when it is shown to have been pretty thoroughly destroyed by Sora before she went to commit suicide.