Given how Atalante's legend states that she would only marry someone who could beat her in a footrace, Achilles getting competitive with her in the 100M Dash is a Ship Tease.
Despite the implication that Servants that lose will get burned, none of the Servants outside of the 3* and below end up getting burned. And while some like Nero do have the justifications like Guts abilities, others don't and are still shown in the Cavalry Battle.
While it's initially funny seeing the Cús get burned, the fact that all 3* and below Servants were immediately burned is a somber thought, particularly when said servants included fan favorites like Bedivere, Gareth, Bunyan, Mandricardo, and Asterios. Especially when they're originally considered The Woobie like Mata Hari.
Also, by the end of the special, since Chaldea is destroyed, human history is doomed just because of Ritsuka's greed. Although considering continuity wasn't exactly a big deal in Carnival Phantasm, that could soften the blow.
The scene right after Chaldea slides down the mountain shows it has been relocated sideways (or they just built a another facility) to a new location with the narrator saying that Chaldea's material shortage has become even worse, suggesting the resources were used to ensure Chaldea could continue business even after the explosion.
This is supported by how Gawain emerges from the snow a great deal lower from Chaldea's location at the end; where the facility slid down to vs. where it was relocated to now.
The final match features Nero riding three dragon-girls (the variants of Elizabeth Bathory). Nero's other alter-ego is Mother Harlot, who came during the Apocalypse and rode a multi-headed dragon. So in her desperate attempt to keep her paycheck, Ritsuka triggered the Revelation Apocalypse.
