Just on poor Youko...Hei obviously did not kill her. I have no idea what he used on her - possibly some drug, starvation/dehydration, and the very strong lights of the dentist's studio - but none of the dentistry tools were bloodied (nor was Youko herself), and her fingers weren't even broken.
However, given the images when Yin appeared, plus her smile at the end, they seem to be implying that she may have a hand in it. After all, as the OVA preview notes, she's meant to be something that even Hei is not going to be able to handle...
