We're not dead, Phoebe. Don't worry. We were sucked out of our old existence by a vortex. Kinda like a tornado. [link] that website explains everything. It looks like Dan's niece Jenny could have made it, it's so sparkly.
Coop's not here, but he does still exist, just somewhere else. You never know, he could totally show up still. It seems one of your daughters is here. From the future, Pheebs. THE FUTURE! Isn't that a trip?! The last time we went to the future, you got burned at the stake!