I. . . have to admit, while this is awesome I can't help but find the whole 'Swan Lake' theme terribly amusing. Mostly because the way I found the Roommates 'Verse was through a crossover fanfic someone wrote with Princess Tutu. . . now I need to hunt that fic down again and see if they wrote it before or after you wrote this arc. . .
There is a lot of "tragic endings" of this ballet, but I guess the better one is when Odette and her prince (Siegfred, isn't it? Can't remember) die and are seen flying to Heaven together... It is tragic, but also somewhat "happy".
There is also a perfectly happy one where the prince defeats the evil sorcerer and lives happily ever after with Odette... currently (or as far as I know) we think that this was meant to be the original, but such stories just didn't go well with the ideals of romanticism so it was changed and the Darker And Edgier version stuck.