Yuzu route
You break out of the lockdown, but other demon tamers including Honda manage to break out as well. The angels decide to take control of humanity, as humanity is too incompetent to govern itself. The angels and SDF start hunting down demon tamers, including your party. Oh, and the SDF kidnaps your families. So you decide to head back into the lockdown, as it will be easier to hide from them.
On the inside, the fight continues between angels, demons, demon tamers, and the SDF. You also bump into Honda, who has returned in search of stronger demons that can resurrect his dead son. Eventually you learn the government doesn't agree with what the angels are doing, and starts opposing them. Seeing that the humans are rejecting the angels and continuing to use demons, Metatron descends and says that God has forsaken humanity, and you're all doomed.
Your party decides to go fight Belberith in order to stop the flow of demons into Tokyo. At the top of the Hills building, the Shomonkai Founder announces that his goal has been fulfilled. God has left humanity, so there'll be no more ordeals. He no longer needs Belberith, and surrenders himself. But then, Honda jumps in and becomes Belberith's new ally. You defeat both of them.
There's an optional sidequest involving the Four Devas and the barrier between the demon world and human world. Six months prior, Amane and Jezebel defeated Jikoku, one of the Devas, which weakened the barrier enough for demons to pass through. The sidequest involves getting Jikoku's sword and getting Gin's demon to replace Jikoku as one of the Devas.
If you complete the sidequest, the barrier is restored, and demons stop entering the human world. Everyone works together to get rid of the remaining demons, and it's a happy ending. If you don't complete the sidequest, demons will keep pouring in and it's a bad ending.
Amane route
You've sided with the angels and become the King of Bel and the Messiah. You order demons to stop attacking humans. The angels and SDF start the process of lifting the lockdown, but before people can leave the area, they must give up their COMPs. Of course, some people don't want to, like Honda. He tries to escape with a COMP, but you beat him up.
As the Messiah, you'll be able to see whether a person's heart is good or evil. The angels patrolling the lockdown area start killing the evil ones, but you disagree with that. Instead you talk with the evil people and give them a chance to redeem themselves. And it works. The tamer thugs renounce their ways and promise to atone for their sins. Everyone loves the Messiah!
But the Japanese god Okuninushi doesn't like you moving into his turf. He gives you a challenge. You must get Naoya to repent his sins (just like you did with the tamer thugs), or else Okuninushi will destroy all of Japan.
Okay, so massive backstory on Naoya. He is Cain, and you are a reincarnation of his brother Abel. In the book of Genesis, Cain killed Abel and became the humanity's first murderer. God's punishment was to make Cain wander the earth forever. So Cain is incredibly angry at God, and has been plotting revenge for a long time. Cain/Naoya's plan was to make you become the King of Bel, and then use that power to rise up against God.
You talk to Naoya, but he's stubborn. You run out of time and end up fighting Okuninushi. But when you kill him, his mother resurrects him. You kill him again and his mother resurrects him again. Then Naoya shows up and joins the fight. Together you kill him a third time. Sensing that Naoya actually cares for you, Okuninushi acknowledges that you are worthy of being Messiah and spiritual leader of Japan. Happy ending.
Naoya route
You've sided against the angels and become the King of Bel. You order demons to stop attacking humans. But the angels are jerks and continue the lockdown. Metatron descends and tells everyone to go strike down the Overlord, and that the lockdown will be lifted once you're dead. So of course, people start attacking you. How do you respond? You're given the choice of either (1) convincing people that you're trying to help them, or (2) killing people, cause they're in the way.
The angels are actually super jerks. They order demon tamers to go after the Overlord, and tamers who don't comply are killed for their sinfulness. If you picked option (1), you'll have to save the tamers and kill the angels. If you picked option (2), you'll get to kill tamers and angels alike.
By saving people, they'll start to realize the angels can't be trusted, and that you're helping humanity by driving the angels away. You'll also meet up with Amane, who will lend her support. The Shomonkai worshipped Belberith, and believed its strength was needed to rise up against God. Since you defeated Belberith, you're it.
By killing people, that'll confirm you're truly an evil Overlord. But you'll get Honda's help in convincing demon tamers that the angels can't be trusted. It doesn't matter much, you'll be killing all the tamers and angels anyway.
Your battles with the angels escalates and eventually, Metatron descends again to smite you himself. After you kick his ass, he calls on the archangels Michael, Uriel, Gabriel and Raphael. But then you awaken as the Overlord, and summon the other Bels from within you. Metatron and the angels retreat from human world.
With option (1), you leave for the demon world to prepare for the continuing war between demons and angels. Months later, Atsuro and Yuzu miss you, but I guess it's a good ending. With option (2), you stay in the human world and rule like the evil Overlord you are. Badass ending.