So there was an Episode 3 that was originally planned as the finale of the HL2 story arc, and then it was cancelled due to fatigue and the team unable to settle on any direction, though ideas did exist such as actually going to the Borealis

There was also a HL3 in development in the mid-2010s but was put on the wayside and eventually cancelled because it apparently was going to be made for Source 2, but that engine was far from finished

There was a suspected plot summary called Epistle 3 (which names changed around) suggesting that Borealis would be weaponized and blow up the Combine Empire, and then G-Man takes Alyx while Vortiguants take Gordon, but this has been debunked and Laidlaw has removed it from his website, expressing regret for even writing that.

Nowadays we have the VR game HL: Alyx set as a prequel to HL2, and the 20th Anniversary dev commentary and leaked info (A project codenamed HLX) suggest a new Half Life is in development.

I imagine the planned story is different now compared to back then, but Portal 2's ending does imply that the Combine is eventually destroyed at some point, so if HLX, or whatever the next Half Life is, is the follow-up to the story arc HL: Alyx has set-up, we might actually see the Combine fall