Leave Asses of Badassness with Jacqueline's corpse. Give the laser gun back to Continue-chan. Strap the ceremonial stone knife somewhere in our clothing (first dropping a few forks to make room.) Take and equip the espada ropera.

Put skill point into Pyromancy.

If Mecha Alexei proves unrevivable, hide him in the forest under some bushes or something until we can find a way to revive him.

Regret nothing.