Just finished this chapter last night, and it was intense, to say the least. And very emotional for me. Jessie's end and her last moments with Cloud were very much the way I hoped they would be, and while Tifa was there and it was good to see her own grief, it was much more focused on Cloud and Jessie. I'm happy with how it went and how he wasn't afraid to show that he cared for her. You could tell it was hurting him to lose her. The way he kept urging her to hold on and that those words wouldn't be her last. Carrying her and catching her arm as it fell, holding her hand there for a moment at the end when he did.
The way she confessed her feelings for him - she wasn't able to finish the sentence, but he knew what she was saying. Following it up with saying she owed him a pizza was the kind of validation of her feelings that I'd been hoping to see. It was an expression of his own grief (along with everything else he said and did there) and can also possibly be seen as an indirect admission of his own possible attraction for her, if one wishes to take it that way. The whole exchange works so well, and I think it's done in an open enough way that you can interpret the underlying feelings and emotions however you want. So see it how you like, it's all good.
I liked her last stand, and I wonder if she knew the blast would come back at her and had accepted it. The helicopter would've shot her soon enough if she hadn't thrown the grenade, I think. She was right in its sights and she knew it. Like she had chosen to go out on her own terms. I'm glad she was given a heroic end like that. I wasn't as surprised as I thought I'd be that the Whispers showed up around her considering what they did to her before, and it makes me wonder what would've happened if she hadn't been fatally injured by the blast and had been able to help Cloud, Tifa, and Barret at the top. If anyone could've disarmed the plate collapse system, it would've been her. Maybe that's why the Whispers targeted her, to make sure she would die so the collapse couldn't be stopped.
One thing I don't understand, though, is why Cloud and Tifa didn't tell Jessie the truth about the bombs when she spoke about them. After the events of Reactor 5 and what Shinra said and showed them, they must've known Shinra had blown up the reactors and that it wasn't Jessie's fault. So why didn't they tell her?