That was one badass finale. It answered a few things, as well as created ideas for fanfictions and other specials.
The Ursa story seems to be a setup for the next episode/movie.
Azula is not dead. She's just in a mental ward..
The Lion-turtle was a spirit creature, old one at that.
Mai x Zuko and Aang x Katara relationships were set at the start. Sokka and Suki was meant to be as well. As for Toph, if you looked closely enough, she was playing with the Duke in the background in one of the scenes.