Is there a word for the narrative technique of a last-second change in mood?

Bathos is sometimes used more broadly to mean any sudden change in the tone of a work:

Bathos is a sudden change of tone in a work of writing, usually from the sublime to the ridiculous.

www.literarydevices.com

In its broad sense it does cover what you want, although there is nothing in the definition which limits the device to the end of a work.

Unfortunately, neither Oxford Dictionaries nor Merriam-Webster list this broader definition.

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Alternatively, creators employing this method can be said to be pulling the rug out from under their audience. The phrase is used here.

Alternatively, you might call this an example of subverting (audience) expectations.

The Witch's House to my knowledge is an online game with many many ways to die. I am no expert in that field but did research such.

The plot twist technique:

peripeteia **merriam a sudden or unexpected reversal of circumstances or situation especially in a literary work

Peripeteia is a sudden reversal of the protagonist's fortune, whether for good or ill, that emerges naturally from the character's circumstances.

plot twists & narrative techniques is an education unto itself, especially for me. I chose peripeteia as The Twilight Zone was listed as using this technique. As some on this forum have supported this question as appropriate, I humbly offer this answer.

The word below is NOT necessarily a narrative device ? or is it ?

but the word below comes to my mind.

catharsis at Dictionary.com

the purging of the emotions or relieving of emotional tensions, especially through certain kinds of art, as tragedy or music

Rather than a story that resolves or sometimes returns the protagonists to a new equilibrium a story of catharsis suggests an end very different from the start, and all the struggles culminating in a shift of outlook ?

cathartic from Oxford Online Dictionaries

1 Providing psychological relief through the open expression of strong emotions; causing catharsis.

‘crying is a cathartic release’

‘Today, audiences prefer big statements, cathartic effects and emotional exhibitionism.’

‘The play is supposed to build to a final cathartic spilling of secrets and emotions.’

‘I also think there is real value, cathartic release, in applying to humor to the situation and being able to openly laugh at what we once feared’

Note those sample sentences at the online dictionary relating to fiction - perhaps they might be useful?

Both Transformation of outlook and a sudden culmination are involved.

HOWEVER, another failure with the word is that it generally means a 'growth' or 'improvement' ... if the story took a person from happy and active and left them confused and dejected, it would not be the right word at all.

Consider simply calling it a reversal.

A reversal is when something (character, plot) appears to be one thing, or going on way, and changes on a dime so that there’s a perspective shift and the reader (and characters) see that thing differently. - What is Reversal in Fiction Writing? by Vicki Hinze

The ones you cite are specifically character reversals, revealed at the end of each narrative.

So in short, a character reversal is when we perceive a character in one way and then discover that character is different from our perception. He can be better than we thought, or worse than we thought, but he’s definitely different than we thought. And yet when we learn his true nature, it’s plausible for him (and thus to the other characters and readers). - ibid

One term would be mood whiplash

Fiction often has far extremes. They cover the gamut of emotion, from tragedy to comedy. Sometimes, these two will be so close together that they make the viewer's head spin!