Nanaumi's brother is actually not there. It turns out in the end, that he has been in a wheelchair for a while, but while in the magic maze, the girls don't remember that. This is part of the "outside" real end where Nanaumi is bodily and mentally strengthened and takes care of her brother, thus changing their positions (originally, she was bodily weak and dependent on him). The only other one to escape is Maitori who is still trying to get a move on Nanaumi's brother, but with limited success.
During the game, there are several flashback scenes where we have the fairy talking to a physician (I think 19th century, but I am not quite sure). She talks about immortality and gives him some meat to eat. Later we learn that the meat is from a monster living in the fairy's home world that usually swallows fairies whole and keeps them in their body. The character the player controls is what has become of the physician who has mentally and bodily collapsed and turned into such a monster.
In the flashbacks, we also see the doctor find a nearly dead girl. He uses the meat on her and adopts her. That is Suzuka (?), the girl wearing the kimono and the one sending Regina and Doris into the magic maze. She calls the physician 'father', but there is more she wanted to tell him.
The end with the captured characters takes place in a nether place. It could be a mental scape, but that is not clearly said. The original victim from the prologue is currently having sex with the monster in the beginning. Except for Suzuka, everyone has lost their memories of the outside world with only small tinges remaining for Chiri. As such, they are living a happy live (though the original victim does not stick to their agreement limiting daily intercourse with the thing).
Given that the characters are all traumatized and do not have anything to look forward to in the real world, it is kind of a happy end for them (by escape).
P.S.: I am writing this off my memory, so there may be one or two mistakes in the details.
