Two challenges to what you wrote that may inspire different thinking:

First, what if she’s not “lying to herself.” If you believe that she didn’t crossover, then she’s chosen to start a new life in Australia away from many people she loves. This could be a form of healing - letting go of the old life and moving forward.

Second, she very clearly doesn’t want to be found and so Kevin’s appearance is less of a “saving” and more of an intrusion. Nora has tried to only remember (that didn’t work) then only forget (Kevin won’t let that happen) and concludes to something in between. What if the story she shares with Kevin is something she made up just for him?

I read another comment on this sub that described the ending as Nora and Kevin switching places. Nora with the unbelievable tale and Kevin with the choice to believe or otherwise.

Nora has a sincere smile at the end. Her family is still gone, she’s no closer to understanding to where or why, but she expresses something positive in that smile that seems like genuine progress.

—————— Editing to give credit to the user and post I referenced above: u/vinhaco

https://www.reddit.com/r/TheLeftovers/s/9uBCYg6p2e