Probably the only way to understand is to listen to the songs and read online material.
The manga hasn't explained much of what happens in the story, and the anime doesn't even explain much of what happens in the manga. Especially because the anime is skipping entire songs at a time.
Kagepro is many times deeper than the manga or anime make it out to be. :(
I'm pretty sure SHAFT will come up with some simple and conclusive ending, but I don't think they're taking the plot seriously enough.
It's just that I don't want to see my favorite series of songs of three years adapted into some anime with tons of missing parts, you know? T.T