1.About Lelouch being dead. I for one don't think he is dead...now Yes he did die but he came back. And this right here will make all the sense your going to need on it.
The Code is the power of immortality, which C.C. has. The 98th Emperor of Britannia, Charles, has the Code. He transferred the Code to Lelouch while strangling him in episode 21. Lelouch wanted this, and he deliberately told Suzaku to not interfere.
However, the Code does not activate unless receiver dies first. This is shown when the nun kills C.C. after transferring the Code to her. Charle's Code activated when he shot himself. Here is one of the big misconceptions that most people have: The transfer of the Code does not involve death of the transferrer. The nun was crazy and killed herself after she transferred her code. VV was injured from the battle and died. So basically, after episode 21, Lelouch had Charles' Code (inactivated) and C.C's contracted Geass.
When Lelouch got stabbed by Zero/Suzaku at the end, his Code was activated. What supports this is that Nunnally got Lelouch's memories when she touched him, just like Lelouch did when he touched C.C. back in Narita. The only way this could have happened is his Code activating. This pretty much confirms that he has the Code.
Unlike C.C., and Charles, who lost their Geasses because the people who contracted them died, Lelouch didn't obtain C.C.'s Code and thus kept his Geass, while having the Code (which he obtained from Charles at the same time). Lelouch therefore has achieved CODE GEASS.
2.In the final scene C.C says: "The power of Geass brings loneliness...thats not quite right is it, Lelouch?" So... if Lelouch is not alone anymore and is with C.C... he must to be the wagon driver, ne?, look how C.C. nods her head in the direction of the wagon driver.
3.4. R2 = R.R. in japanese the "L" letter is pronunced like a "R". I think the second season is named R2 because it is the birth of R2 a.k.a L2 Lelouch(immortal).
4. In the episode The world of C's when Lelouch tries to kill his father & he can't C2 comes & tells Lelouch that when one achieves the point when Geass is activated in both eyes & the user is sane he is able to kill an immortal. If you watch the episode The Ragnarok Connection in japanese Lelouch says Keiru when he kills his father so he probably got the Code
5. It appears that Code Geass is going to have a new picture drama entitled: "Revival Re:advent" The event is going to happen on December 5, 2009 in celebration to Lelouch's birthday
6. Also at the end of Code Geass C.C is seen in a church praying for Lelouch saying:"The price you are going to pay for casting Geass on others" while crying she prays for Lelouch because she thinks that immortality is bad.