SPOILERS, SPOILERS, SPOILERS ! About the ending of Requiem...

[Sandman03Z]

Spoiler below!

I figured Requiem was all in Philip's mind after the end of Black Plague, and at the end him going into the furnace was agreeing to end it (die on the floor in real life, and end his madness in his mind). It seemed he had the choice of going on and waking up, but chooses to stop and die on the floor. Meaning up till Black Plague was truly him and Requiem took place in his mind after BP.

I could be wrong of course but that's how I thought when I played through it.