Ford did not have himself killed by Dolores. In an earlier episode - and I'll have to re-watch to be sure - but I'm sure he was working on a head or something that I think resembled him. It's all part of his grand illusion. Backstory is everything with him. His explanation of what happened to Arnold was probably meant to confuse the issue with Dolores to make her think that she killed him. It will probably come out in the end that it was him that killed Arnold, not Dolores.
The red wedding style ending was a little confusing. People did appear to get shot and probably did. His way of purging a board that was trying to control him perhaps? The question becomes how many people in the crowd were real and how many were hosts?
The locking down of the control center when things started to fall apart was a subtle homage to the 1973 film, which I thought was a nice touch.
The Ed Harris character gets shot but not killed. Maeve clearly had her code altered by Ford. I really don't think he'd ever let her leave. I don't think that Ford wants to relinquish control over much. I think he likes playing god and being in control. I don't know what the end game is, but I felt like the end was great - raised more questions, answered some, and set up all sorts of opportunities for season 2.