She was supposed to be dead. However, I was still wondering because she reappears in season 2 and seemingly so in season 3.
I suppose she's really gone. According to the wiki (spoiler for 2nd season),
In Darker than Black: Gemini of the Meteor, Misaki discovers a reversed message left by her on a disc, which informs her of what lies ahead. Another message left by her also informs Misaki of the true nature of Izanami and Izanagi, and Amber's goal, once again, appears to be preventing the end of the known world. She also briefly appears behind Misaki, seemingly in physical form, as Misaki turns around to see her, as if registering her presence, but finds nothing. This is most likely Amber prior to her death, traveling into the future depicted in the second season to observe it.
So I believe that what she did in the end of the first season was what it seemed to be: a noble sacrifice in order to help Hei realize what he had to do. Too bad, as she was a really interesting character.