If last Stage is Stage 8: Jump Stage to any stage with an empty scene 1.
Put cutscene for that scene as ending. Do not make an actual scene to follow it... that way it'll go back to the title screen after it's done.
If last Stage is Stage 7 or earlier: Put cutscene of scene 1 of next stage as your ending in the same way.
Also, a Still Image Ending works after a Stage 8 boss... just make credits.png at 320x240 size.
There are other ways, but the more advanced stuff should come to you on its own.
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Round 4 is harder than Round 1 for Blaze, and I did it, too!!!
SoR3 as close as possible as to how it should've been: Complete Edition
Plus a Mini-Mod: Adam's Story