LoneUnknown
You filthy old soomka!
I always assumed that they died at the beginning of the movie too but the fact that no bodies were found suggests that they may not have.
Alessa needed a living host to help her get into the church in Silent Hill, Rose would be no use to her dead. I see Silent Hill as another dimension in which Rose and Sharon were brought to by Alessa to help her take revenge against those who tortured her. At the end they are able to leave the town (but not the dimension, hence the fog at the house at the end etc) because dark Alessa has merged with Sharon (her other self) and is now one again. As it's stated in the movie, "Only the dark one opens and closes the door to Silent Hill." They are not dead but infact trapped in the dimension of Silent Hill. A living purgatory if you will.
In regards to Pyramid Head *SPOILERS for the second SH game*
Pyramid Head is a manifestation of the games main character James' concience and guilt. James goes to Silent Hill after he recieves a letter from his dead wife saying that she is waiting for him there. Pyramid Head follows James wherever he goes and James doesn't know why.
Spoiler:
We are led to believe that James wife died of an illness when it was infact James himself who killed her. Pyramid Head is James, a form of his guilt over killing his wife which he doesn't recall until the end of the game
In regards to the rape thing, he is seen attempting to do innapropriate things to the mannequin monters in the game. He's just a sick mo'fo really 🙂
In the movie I think he's just another victim of Alessa's revenge, along with all of the other monsters.