TRY Again! When All Returns to White! - S3.E26

Filia figures out where Valgaav is going, and transport her last huge power to the Ancient Dragon temple. Erulogs get killed by Valgaav, so Lina decides to do something by combining all of the five weapons (that Dark Star created) and using Filia's Holy Power, and Xellos' Dark power (as well as she casting a spell.)

They manage to kill him and save the world again (for the third time) where they all decide to start a new beginning. Gourry decides to give his Sword of Light to Sirius who will take the rest of the weapons back to his world. Filia spots something floating, which turns out to be what is left of Valgaav (a baby Ancient Dragon) and cares for it.

In the end, they all part ways, Amelia goes back to Seyruun, Zelgadis goes on his own way, Filia opens a shop with Jillas and cares for the baby, while Lina and Gourry set off to whatever they could become... perhaps a new adventure? You may never know.