i don’t think they would kill of Yin. firstly, she is an integral part of Hei. if anything a third season will require adequate potrayal of Hei’s state of mind in dealing with loosing her. secondly, not so much due to any abstract quality of the anime itself – but more so due to the scientific anomolies of hell’s/heaven’s gate – Hei has been able to see people who had passed away ( like Nick Hillman etc. ) so the anomolies of hell’s/heaven’s gates could open a possibility for Hei to at least communicate with Yin if relevant to the story Which it probably would be due to Hei’s connection with her, at the same time though it was the second season that he delved in alcohol indulgence to deal with her loss so i doubt we’ll see him constantly greiving. The idea i got personally from the second season was that Hei received much needed closure from his relationship with Yin. And given his highly rational and now more mature state of mind he will likely have a completely new and more interesting personality in a 3rd season.
A 3rd season is DEFINITELY needed. Not just for the open ends left from season 2 but also because it is a noteworthy story that demands to be continued. It’s difficult to say where the writers could go on this one but it for sure needs to be continued – my personal desire would be an entire 3rd season ( 26 episodes ).