Regarding John's scene at the end:
00-audio-recovery says that the audio is collected from dead bodies. Therefore, John definitely died as he was the only possible source for the audio.
He probably dies from the (gunshot?) wound inflicted on him in 23-CH-1-2, independently of the "curse".
As for what Annie was trying to accomplish, I think the intention was to toaster bath the both of them, as to eliminate any remaining witnesses/possibility of the curse spreading. But this interpretation goes against the fact that she asked John to tell her mother??? So maybe she didn't really figure out the whole picture.
I don't think Annie shot John, I think it wouldve been very clear if this had happened. Given the structure of the house and the sequence of events, it makes more sense to me that John simply jumped out the Attic window and landed on the Entrance pavement, killing himself (out of dread, survivor's guilt, or whatnot).
I believe what Annie was thinking was that the curse spreads when they die by the curse via the "thunderclap", so if she kills herself before that occurs then the curse can no longer spread. For one reason or another (perhaps she was just too late, or perhaps this only makes the curse proceed), this didn't really work.