If we take everything said in that ending segment as canonically true:
- Abigail is/was Satan's sister. This makes Bray Wyatt either the brother of Satan, or Satan himself.
- Abigail, despite apparently being a demon, was somehow killed. Even more, her spirit was somehow bound to her body upon or after her death. After her burial under the Wyatt Family compound, and her body decomposed and was consumed by worms and maggots, her soul remained - either bound to the location itself or within the worms and maggots there.
- Orton burning the shed and the worms/maggots somehow both releases Abigail's soul from the compound and condemns her to eternal damnation.
I'm genuinely curious how much of the Bray Wyatt character is actually planned, and how much is just made up as they go along.