I'm glad someone else likes Dio as much as me. His delightful antics were the highlight of the series for me. My brother is convinced he's gay but we all know he's just a bit foppish. I hear that he survives falling and is grabbed by a Guild ship according to an art book or something but I wish they'd have had him show up in the last scene. His downfall was so depressing and how he reacted when Lucciola was gone was so depressing.
I really wish the show could get a few OVA's or something to give it a real ending and ignore the one that was obviously thrown together that we got.