Sure, the remaining Kingsman killed most of the world's leaders via Valentine's implants in the climax, probably leaving the world in a certain state of disarray in the aftermath of the movie. But because Valentine was imprisoning all of the leaders who objected to his plans, he inadvertently assured that only the morally uncorrupted royalty and politicians would remain. In a very Fridge Horror kind of way, Valentine got rid of all the bad eggs and did technically succeed in his plan.
When the Kingsman are assembled at the beginning of the movie via Augmented Reality, there are 9 of them at the table, with Arthur at the head of the table and Merlin, the 10th member, offscreen providing the briefing. Each proposed a candidate to the program to undergo training. Later, during the training, Amelia, one of the candidates, gets killed during the flooding scene, and Merlin looks somewhat distraught, hinting that Amelia was potentially his candidate. This becomes even more brilliant later on, when Amelia is revealed to be a plant. Furthermore, Charlie, the snobbish traitor, is Arthur's candidate, and maybe even his relative, considering how Harry/Galahad was there to greet Eggsy when his penultimate test was over.
Something to note when looking at the Theme Naming of the Kingsman organization. They utilize the names of King Arthur and his Knights of the Round Table as their code names, and even seem to fancy themselves modern day knights errant. Yet the table they sit at is not a round one, as per the original legend, further illustrating that in contrast to an organization of equals working toward a common goal as the knights of legend did, the organization did indeed have problems with choosing candidates from outside what were considered elite backgrounds.
More of Fridge Irony, but Harry killing nearly everyone in the church and his reaction afterwards is worse when you remember that his codename was Galahad. Who, in Arthurian legends, had the purest heart among the knights.
Speaking of Fridge Irony and that church scene, some of those racist bigots actually accepted SIM cards that are very publicly known to have been invented by a black man.
A black man with a lisp whose girlfriend/assistant is a non-white amputee chooses as a target a racist, homophobic, far-right hate group. Presumably the idea is that everyone would write it off as them just going crazy, but it's hard to believe that Valentine wouldn't chose it because it clashes with his more egalitarian ideals.
Additionally, this may be a reference to the Westboro Bapist Church tweeting that Steve Jobs was burning in Hell for "promoting sin"...from an iPhone.
Ironically, despite hating said church, Valentine's "chosen one" speech seems a lot like said church's sermon. He just cut out the middleman.
Eggsy taking the Galahad title at the end of the movie fits just as well — he was the one who couldn't shoot the dog, and he was also responsible for a massacre - by thinking of having Merlin activate the chips.
During the scene of the Church Massacre and the finale at Valentine's snow mountain base, both Harry and Eggsy got shot several times (there's no way all those guards are such a bad aim or the protagonist's that skilled at dodging shots), yet they seem to show no sign of bullet injuries or slowing down. Remember what Harry explained earlier? All Kingsmen suits are bullet-proof.
In the finale, Tilde is the one who suggests that she and Eggsy have sex. It's hilariously unexpected, but also realistic: she's been trapped in that dungeon for weeks. She'd have certain...urges. It's also a nice deconstruction of those Bond movies this movie was having fun with. He was joking about the kiss but she one-upped him and kind of also subverted the Damsel in Distress thing too. It also makes a certain degree of sense with her being Scandinavian. Sure, there's Europeans Are Kinky, but another thing is that when speaking in a foreign language it's easier to say things that you would normally find awkward and embarrassing in your native language due to the lifelong emotional connections you have formed there.
Early in the film, Valentine states that he hates blood. The sight of it makes him vomit. So it makes sense that when everyone's heads explode due to his chip we see no blood and only colorful explosions.
Valentine's hatred of blood also helps to explain his meal choice. He likes meat but hates blood, a rare steak would sicken him, hence McDonald's and its processed meat.
At the final test, Eggsy is tasked by Arthur to kill his dog. Sure, the bullet is fake, but the test is still meant to verify whether the recruit would be able to kill an innocent being if ordered to. And Eggsy fails it. Later in the movie, we learn that Arthur, when offered the chance to kill billions of people to save the world, gladly takes it, while Eggsy, when offered the same thing, doesn't. Indeed, he is not a man who would shoot an innocent, and that's what makes him better than Arthur. Further, the tests are primarily about trust. Eggsy didn't trust Arthur, who turned out to be a traitor.
It brings to mind a reprimand given to a Prussian Major by a prince, for obeying an order when doing so turned out to be a critical mistake. The prince admonished the major,
His Majesty made you a Major because he expected you to know when not to follow orders.
Eggsy mentions to his mum before giving Dean his long overdue beating that one of the perks of his new job is a house. He moved into Harry's old place.
Some people complain that the legitimate winner of the trials, Roxy doesn't get enough screen time. But this movie was about being unconventional. Galahad's pick was obviously unlike the other candidates from the very beginning. Eggsy shouldn't have become a Kingsman the normal way, it would have undermined the point of making unconventional choices. The film is trying to highlight the path of the unconventional route, not the "winner".
Before the drinks are discovered to be drugged, Eggsy notes that the champagne tastes awful. Although this is dismissed as a flirting/conversation technique, it implies that he knew something was wrong with the drink, foreshadowing the next scene.
In Arthurian legends, Lancelot is seen as the cause of the end of Arthur and his kingdom. Fittingly, Lancelot's death was the catalyst for the film's events, eventually leading to the downfall of Kingsman's Arthur and his old-fashioned way of running the organization.
Arthur being a traitor somewhat ties to the original myth, in that Arthur's poor decisions as a king lead to his death and his kingdom's fall. Arthur means well, at least in the mythos, but his unwillingness to confront Lancelot for treachery and adultery leads to Mordred gaining power and waging war, must as Arthur's willingness to sacrifice Harry to Valentine and the world as a whole leads to Eggsy killing Arthur with a Poisoned Chalice Switcheroo.
From what we see of the scene, it appears Arthur was setting Eggsy up to fail, as while, from what we were shown, Roxy's order from Merlin to shoot her dog was very laconic and matter of fact, Arthur made sure to help Eggsy identify with JB first.
Why wouldn't anyone of the proposed candidates guess that that the train scene was a Secret Test of Character? Specially Eggsy who knew that the parachute test was simply Merlin screwing with them. Easy: the waiter explicitly says that he used something stronger than Rohypnol, a drug that causes short term memory loss. Eggsy and co. probably don't remember talking to their target, much less the waiter.
The mission where they have to seduce the blonde was doomed to failure from the start, because all three candidates keep cockblocking each other instead of working as a team, when teamwork was required for every other test so far. Indeed, by the end of the film, everyone who was willing to betray others for their own ends up getting killed.
While Rohypnol is illegal in the US and its distribution has stopped in the UK, it's still considered a legal drug in the latter.
Gazelle seems shocked at how well the aggression-inducer worked at the church in Kentucky, but it makes sense that a group of hate-filled bigots and a Kingsman who is well-versed in violence and has a bit of a temper would be affected so quickly and easily by the Hate Plague.
At first it might be assumed that Eggsy's refusal to give the names of his friends or Harry when he is being threatened with jail time or death is just a sign that he is naturally the perfect Kingsman, but if you consider that his step dad is a gang leader and likely a drug dealer, Eggsy apparently got involved with drugs himself, it would make sense that he learned not to "grass" no matter what the consequences.
During the church fight, notice the brief look of confusion and horror on Galahad's face right after the grenade explodes and all the sound is muted. Just like the viewers, the explosion temporarily deafened him, giving him a moment of clarity where he wasn't affected by the Hate Plague.
Blink and you'll miss it, but when Eggsy distracts Arthur to do the Poisoned Chalice Switcheroo by asking about the portrait, when the camera pans from Arthur to said portraits, the drinks in front of him are both perfectly still. When the camera returns from the portraits, the drinks in both glasses are now sloshing back and forth, indicating that they've just been moved while the camera wasn't looking, cluing the viewer to the Poisoned Chalice Switcheroo long before Arthur even mentions one of the drinks is poisoned.
Merlin's anxiety when watching Roxy and Eggsy in the parachute test. Easily chalked up to the excitement of the moment, but upon rewatch, there is a more specific reason: Kingsman aren't as willing to kill innocents as they let on. The circumstances put Roxy and Eggsy in more danger than the Kingsman meant to. If Merlin had the ability to do so, he might have also been debating internally on whether to activate the chutes himself, which would have tainted the test and revealed the organization's true nature.
The parachute test also has another important bit of foreshadowing: None of the candidates actually had a nonfunctioning parachute, which suggests that even if they failed the test, they could all survive. Later on it is revealed that the only candidate who actually died didn't die after all.
Why does the princess have a taste for, ahem, backdoor liasons? She probably experimented with it to avoid getting pregnant out of wedlock, which might pose a bit of a problem, especially since her rescuer almost certainly didn't bring prophylactics.
Arthur 'shoots the dog' by letting Harry be killed. Eggsy 'shoots the dog' by killing Arthur. Interestingly, Valentine 'shoots the dog' by killing Harry personally, despite his haemophobia.
Why wasn't Eggsy and Merlin affected by the Hate Plague while fighting the mooks? The entire lair was shielded from the effects of the Plague, which is why Valentine and Gazelle didn't have to have the implants. The Mooks might not have been in it when the wave was sent out, so they'd need the implants. The captured people wouldn't need them either since they were kept in the lair. Valentine even mentions that the rich and powerful people were only coming to the lair since they were nervous about the wave.
Eggsy actually uses the misdirection trick he uses to pull the Poison Chalice Switcheroo twice. The first time is when Harry is showing him around the armoury: Eggsy points in the opposite direction, asking about the smartphones and tablets displayed on the opposite wall, Harry gives a short answer, and Eggsy steals one of the lighter hand-grenades while he isn't looking. The second time is with Arthur and the poisoned brandy: Eggsy points in the opposite direction, asking about the paintings on the wall, Arthur gives a short answer, and Eggsy switches the glasses while he's not looking. The brilliance? In the first instance, Harry calls him out on it just as they're leaving and casually tells Eggsy to put it back. In the second, Arthur falls for it, not realising what Eggsy's done until he spells it out. Why? Harry is Eggsy's mentor: not only is he aware of what Eggsy is capable of from personal observation, he appreciates the skill of "common types" and chose him because he saw his potential. Arthur looks down on those of lower classes, and always thought that Eggsy wasn't as capable as the elite candidates, so of course he wouldn't anticipate or think to watch for such a simple trick.
The "shooting the dog" test is an example of values dissonance. In Arthur's time if he shot his dog it represented ruthlessness and determination to fulfill his mission; in Eggsy's time it represents him preserving a close friend. Harry points out to Arthur that the world is changing, emphasizing this dissonance. This also hints at Arthur being ruthless enough to turn on his own people to keep the world going.
Harry's Catchphrase, "Manners Maketh Man", indicates his views on being a Gentleman: it isn't your breeding that makes you a Gentleman, it's how you carry yourself. This also reflects his views on what makes a Kingsman, in contrast to Arthur who turns traitor in the end.
Also throughout the film, Harry has already shown signs that he wasn't the typical Kingsman of his era, preferring Oxfords to Brogues, which was seen as rural shoes to the more cosmopolitan Brogues. Being much more openly accepting to unorthodox romantic relationships when superspies are womanizers and gets angry whenever someone makes homophobic remarks.
Eggsy's nickname brings to mind "Excalibur", fitting in with the theme naming of the movie.
The climax of the film is somewhat contrived to have the team set up with the roles they do, but it makes a degree of sense once they arrive at the lair: Merlin is the most experienced, meaning he could either shoot down the satellite or infiltrate Valentine's lair, but neither Eggsy nor Roxy have the experience to effectively run Mission Control. Roxy can't do the infiltration because she's the wrong gender to pass as the traitor, Arthur. Thus, Eggsy infiltrates the lair, Roxy, with her fear of heights, has to shoot down Valentine's satellite. And the timeline (and their discovery that there was at least one traitor in the organization) meant they didn't have the time to assemble the other Kingsmen without risking Valentine learning that Arthur had been found out.
The Swedish Princess is actually pretty superfluous to the film's plot, mostly only existing to show that not all of the world's leaders were on board with Valentine's plan. However, this does allow Eggsy the heroic role of Storming the Castle to Rescue The Princess, even if he wasn't aware of her or her need for saving until just before the final fight. As for her offer of anal sex in return for him saving the world, it's a story about an unconventional hero, so why not have an unconventional princess too?
During the dinner scene, when the main course is revealed to be McDonald's, Harry acts as though this is perfectly normal. He even makes small talk about pairing wine with junk food. This is because he is a gentleman, and would never think to turn up his nose at anything his host offered him.
And of course, with his Stiff Upper Lip delivery, it's hard to tell if his response, recommending pairing twinkies with a very expensive wine is meant to be genuine or a Stealth Insult. Then again, maybe Galahad has honestly considered the best wines to pair with assorted junk food. He is a Confirmed Bachelor who scoffs at Arthur's stuck-up attitudes about class.
The state of the world after Valentine's violence-inducer went off for five minutes. How many people have died because of Valentine's scheme? How could this be explained to the world? Only people who are isolated from society and technology, as well as anyone who'd lost power was safe. What about people with children? Could you imagine suddenly realising that you have just murdered your own children? Not to mention any children related to celebrities that supported Valentine. How many children died because their family had them implanted with the chip? On the plus side, maybe the families of the celebrities that didn't agree were locked up with them, still without implants, to force them to agree with Valentine or at least keep them safe. Also, maybe the children of the celebrities that agreed, ones that weren't old enough to make any damage, may not have had the chips in.
Eggsy's mother was devastated by the loss of her husband to the extent that fifteen years later Eggsy dropped out of military because of how much she was freaking out that she would lose Eggsy the same way. But at the end of the film? Eggsy is in a very real danger of being killed on duty as a Kingsman and his mother losing him exactly the same way as her husband: "Sorry ma'am, it's classified and we can't give him public recognition, but here's something as a compensation." Imagine how that would wreck her.
It's probably for the better that Valentine shot Harry right after the church massacre. Imagine the guilt Harry'd be living with knowing he killed so many civilians in cold blood, particularly as a Kingsman.
Imagine the guilt almost every survivor in the world feels after killing or attempting to kill several people.
It's easy to imagine how much damage Valentine's scheme did to the world if we only consider the civilians shown killing each other everywhere, but what if we take into account all of the military personnel who were affected, people with access to heavy weaponry and combat training comparable to Harry's? There are probably millions of marines, army personnel, etc. who killed each other, wiping out massive swaths of numerous countries' militaries. Not to mention people with lesser combat training in somewhat more mundane jobs, like police officers or security guards. People with guns and training around lots of civilians - imagine a bunch of mini-church massacres happening everywhere. Sure, those wouldn't be as spectacular as Harry kicking ass, but it would still do a crap-ton of damage.
Areas where a lot of civilians have weapons, like the Middle East or some parts of the United States, would also be very badly hit.
Small children, the elderly, and infirm would be the most at risk. The majority of children under three years old have probably been killed by their own family members, school aged children killed by teachers (and each other), medical patients killed by doctors and nurses, elderly killed by their caregivers. Although mobile phones aren't allowed in British nurseries, so maybe there would be less damage there.
Everyone conducting any kind of vehicle would have the immediate urge to kill as many people as possible via crashes which could mean hundreds of multi-car pileups, dozens of train crashes, Carmageddon reenactments, and several 9/11-like occurrences.
Imagine snapping out of it, realizing that you're about to crash, then snapping back in, then snapping back out when it's already too late, far too late.
If, as suggested above, the Hate Plague doesn't affect you if you can't hear the signal, imagine what people who are deaf or hard of hearing must have gone through... watching everyone around them go insane, probably being attacked themselves and not even knowing why...
The movie makes it explicit that Michelle would have for-sure killed her child if she wasn't locked in another room thanks to Eggsy's warning, which is a single logical step away from confirming that every small child who was alone with one parent, and not locked in another room, was killed by them if affected. The good news is that the parent, being the only one with a phone nearby, would need to have one of Valentine's SIM cards, and he had rushed his plan a bit.