What a well-executed mapset! I didn't know about “Everywhere at the end of time” by the Caretaker, so I didn't clearly know what to expect.
About the ending: at first, I thought that it lacked a "death state", but after a while it really hit me. It felt as unsettling as a random broadcast interruption, while watching TV in the evening. Sudden silence and nothing.
P.S. in E1M6 I couldn't open a door after entering the yellow key room. I thought that it's a puzzle, but from Mercury Spade's walkthrough the exit is straightforward. (I am using GZDoom v.4.8.2).