Well, I had caught up on the manga to see how Elfen Lied truely ends and I was surprised when I reached to the chapter when Lucy's younger half brother shows up. (x3 He's so cute)
Errmm well I cried because: *Spoiler*
After Lucy had killed Kakuzawa she killed him and then saying to his lifeless body that she was going to meet him after she dies. And just almost right after he was introduced too.
What his name is, I don't actually know. They didn't say.