I really believe that Connie is definitely second in command and anyone who says differently is looking too deep into it. The reason i think michael made her understand that he didnt approve of her decision to kill Zasa is to keep her power in check. it is clear that he is almost threatened by her and uses this to keep her under his thumb. he would have never gone along with her killing Altobello if she wasnt in power. As for where everyone went, i have a theory that Anthony went on to be manically depressed, kay died a lonely widow, and connie held animosity toward michael to her grave.