I was in a similar situation in Iron Throne last night. I had all the houses flashing, collected what I thought would be the last SJ at the battering ram, then no shots were lit, but the houses continued to flash along with the IT insert. The display said "1 Castle Left" but there was no indication of how to collect it. I shot the center ramp which did nothing. Then I shot the dragon which lit all the light blue arrows again. Picked off a couple of them, then drained out, game over.
Did you experience anything similar to that for the last castle, then finished it and there was no completion award or anything?
Also, had an interesting drain during Iron Throne on a separate game. About halfway through IT, drained out. Next ball picked up where I left off on IT. Short plunge, botched live catch went to the right outlane as the first switch, game over. I was really surprised that ended the ball since the playfield hadn't been activated prior to the outlane switch. Bug, or just a brutal no ball save rule during IT?