Giving Hadaly the last name Lilith also foreshadows that she's not destined to be the Eve to The First's Adam.
The film ends with Watson sacrificing himself to 'return' his friend to the living world, leaving behind Friday's note as sole evidence of his existence. In The Stinger, Watson is shown to be having an adventure together with the original Sherlock Holmes. Its theme song "Door" by EGOIST is about the singer departing from his/her friends, living on vividly inside their memories. Sherlock Holmes is one of the oldest continuous franchises in existence, with the fandom continuing to add more stories and spin-offs long after the author's demise, and is well-known for a main character getting brought back from the dead because the readers refuse to let him die. It all matches up with Friday's theory in the beginning: "Thoughts define a soul."