まいご

あるひ　とつぜんきえた　あずさ　を　さがしにいった　ゆい　は　とちゅうで　きとことのない　まち　に　まよいこんだ　いったい　ここはどこなのだろうか…？　そして　あずさは　いったい　どこに　いってしまったのか？　唯「うあ”あ”あ”あ”あ”ーーー！あ”ずに”ゃあ”あ”あ”あ”ん　どごおぉおおおおおおーーー！(；ω；) 」

maybe this actually happen
a wish for a big caturday come true obviously yui makes a contract

I don't see Kyubey anywhere...

left to the kitty with the red ribbon, but maybe you're right it does not look much like kyubey. too many cats even the buildings with cat form, makes you suspect, I tell you if that cat was indeed kyubey, then some kyubey's magic is involved, in addition seems like yui is crying, because apparently she regrets of something. on top of that, seems like azunyan was finally transformed into a kitty

Azunyan will never be the same!!

She now will share the fate of all magical girls (before Madoka's apotheosis): despair and the transformation in a witch.