Even though Code Geass R2 was one of the best shows ever, there was still room for it do a lot more. There’s also an interview confirming that there was much more planned, and that the entire concept was overhauled because of a timeslot change. Now… it's debatable whether the original concept was good or bad, but it does present some interesting possibilities
... interesting
The most obvious choice (and the one mandated by the ravenous followers of CG and Lelouch x C2 lovers everywhere), is that Lelouch is not dead. The most obvious theory, anyways.