What happened to Akame?
I only read the manga but as paulnamida mentioned, if you want anime-only events about Akame's whereabouts, you are out of luck since all you get is a post-credits scene which does not even mention specifics as to where she is exactly:
'In a post-credits scene, Akame wanders in a desert, ambushed by several people who appear to be Teigu users. She again states that as a survivor, she shoulders the feelings of her deceased comrades, and begins battle with the group of bandits.'
This doesn't tell really tell much. Did she get out, or was she caught? If she escaped where did she go? As mentioned above, she was not caught but as to where she went or where she was headed to during the post-credits scene, no one knows.