Verified answer

Well if you missed the last few eps then you sort of missed the whole massive thing, anyway this is what happens. Yukio meets his and Rins grandfather, he says he wants to destroy the demon world and he also says that he can make Rin and Yukio fully human. He tells Yukio not to tell Rin about this yet and Yukio does so. So the grandfather takes over the Vatican and he becomes the leader with Yukio following him. All exorcists are called to Vatican because the grandfather wants them to kill all of the demons they can find with special weapons even all the students. The all obey his orders and kill any demons they find(expect rin). Rin and all the other friends start to question these orders but Yukio tells them to keep going. The Vatican captures Rin because they need his blood to help destroy Gehenna. They get all the weapons that they used to kill the demons with and put them in a circle with Rin strapped to a cross at one end. They start to torture him and blood keeps coming out of his mouth. Yukio asks his grandfather what is going on and he says that they need a sacrifice to open the gate of the demon world so they can destroy it with a device. Yukio says that they can use his blood instead of Rins. So he cuts him self and blood starts pouring out. This is when Yukio gets the blue fire. After that the gate opens and they drop the device into the gate but it does not work and more demons just come out of it. Satan starts laughing and saying that they can not defeat him with just that. Then the Grandfather falls into gate but he has not been sucked down yet. Satan starts talking to Yukio (Rin is unconscious) he tells him how his mother was an exorcist but liked demons and that he took over her and she let him. She thought that he was lonely and one day she is talking to him about life and he says that he wants to live and she says that you cannot just take life but you can grow it. So she falls pregnant with Satans children. The grandfather finds out(who at that time is the pope) and order Mephisto and Shirō Fujimoto(their dad) to kill her and the kids. when the two reach where she is, she has already had the kids. She dies holding the two in her hands. Their dad decides to raise them as normal human beings. Then the flash back is over. yukio goes over to the gate and asks the grandfather if he really ordered their mother to be killed and he says yes then he sinks down into the demon world. Then Satan takes over Yukio's body and he says stuff about how good it is to be living. At that moment Rin regains conciousness then the episode ends. Can't wait to see what happens :)

Just going to shorten it up. Basically the reason why is Rin and Yukio's grandfather asks for Yukio's help to destroy Hell so he agrees because he promises him that destroying hell will cure Rin and Yukio (whom is beginning to become more demon-like like Rin) of their demonic powers and make them human. However, the Grandfather doesn't tell them that it requires pure blood like Satans to open the gate to hell so they can destroy it. So then he uses Rin as a sacrifice draining his blood to open the gate and when Yukio sees this he becomes so infuriated and angered his demonic powers awake thus making him burst with blue flames showing that the demon powers re-awakened. Yukio tells his grandfather to stop sacrificing Rin and that he will give his blood instead yada yada yada and then it turns out when the brothers' blood mix it becomes even stronger so no one dies becoming a sacrifice. That's all I'm giving up you'll have to watch yourself in order to fully understand what's going on.

Rin is strapped up on the top of the True Cross Order headquarters, Ernst reveals that his entire plan was to sacrifice Rin to open the Gehenna gate for his Messiah to be allowed to work. Yukio becomes enraged and accuses Ernst of lying to him. He points his gun at Ernst but he tells him that his weapon, The Messiah, is going to drop into the school and if Gehenna Gate doesn't open, the academy will be destroyed with everyone in it. Yukio decides to protect Rin and offer his blood to open the Gate. Yukio slashes his wrists and opens Gehenna Gate and unlocking his demonic powers. The Messiah is dropped inside but fails which swarms of demons emerge from the Gate. While the Esquires and Tsubaki take the injured Rin to safety, Ernst is caught in the Gate. Yukio suddenly hears Shiro's voice, which is actually Satan. He has Yukio look through his eyes of what truly happened to Yuri. During the Blue Night, Yuri was ordered by Ernst to be burnt to death. To save her, Satan continously looked for vessels to sustain his power. Using Ernst as a temporarily vessel, he freed Yuri and told her to leave where she gave birth to Rin and Yukio. Yukio thinks he's lying and asked Ernst. Ernst agrees, saying Yuri is not his daughter for giving birth to the spawn of Satan. Yukio wanted to punch him only for Ernst to be dragged into Gehenna Gate. This gives Satan the chance to fully posess Yukio and because of his blood, he is the perfect vessel for Satan. Rin wakes up only to find Yukio possessed and laughing manically. Thus it shows that Yukio is a demon, like Rin.