I think the reason Agatha saved/looked after Billy on the road was because she knew he had created the road, and wanted him to be alive to get to the end hoping she would get her power back - when she leaves the final trial and ends up in her garden she shouts "where is my prize? I followed your rules!"

When Wanda hears her children crying out for her in the post credits scene, I think this is a symptom of her corruption by the Darkhold