The episode ends with Nora's story of what happened. ... Nora says she did in fact go through with the procedure, and went to the Other Side, which isn't floating debris in space or some sort of hellscape, but rather the same world, a parallel world, where they were actually the ones who departed.
What happens to Nora Durst?
Ending. In the final scene of the episode, Nora explains to Kevin that the scientists' machine transported her to an alternate reality populated only by the departed individuals, and that she returned to the real world after seeing her family living happily.
Did Nora tell the truth?
Nora lied, but she didn't do something that she knew to be wrong. She told a better version of the story, as the nun later said. Her story may not have been literally true, but it was metaphorically true, and it allows her to let herself be with Kevin. One more thematic thing.