Wyrm - Spoilers Ahead
So in the end they are swallowed whole by something. At one point in the film they are discussing the site that the church is built on and the priest says that there is evidence that the area predates the church and even Christianity. Some kind of place for Pagan worship then? So back to the ending - I think they were swallowed by a Wyrm or "Serpent" in old English.
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