The last few volumes lost me, there appeared to be multiple Killy's and what happened with Cibo?
If you finished the series:
There aren't multiple Killys. There are safeguard with a similar model design of Killy. Cibo's dead. She got pregnant with Sanakan and they both had a deliciously cute Netsphere gene child together. Killy travels to the edge of the Megastructure so that she can be born without being polluted by the Megastructure and that's why she wear's a mask in the final page.
After he dies, where does he go and how does he come back beefed up?
How is Blame 2 and NSE?
So two GOAT girls for the price and space of one? I'm down with that. Imagine when Killy finds them and re-downloads them into base reality, he'll have the best companion ever.
Can we at least fight an engineer as a boss or something?
Modern technology just isn't ready for it yet. There's no point in making a Blame! game if you don't have a huge, living yet dead and empty destructible world which continually evolves and changes as you play.
You don't need a destructible world for a Blame! game since there's no way the player should have a GBE. That's just silly. The player should be something like one of these Fishermen with a needle rifle. Their designs were rad as fuck.