Okay, but what if Loki really is dead? Don't run away yet, let me finish. What if Loki actually did die, but, unbeknownst to everyone, married Darcy during his faked death, back after The Dark World? What if Darcy knew Loki was alive back then, just like she knows he's dead now?
What if there's a little two-year old Loki running around in Darcy's garden even as his father dies?
What if Loki is in Valhalla with Frigga? Where the sun always shines? Because he knew, that by giving his life for Thor, for the cause, he deserved a place up there? And he knew that eventually, Thor would join him there, and the sun would shine on them both?