I figured I'd explain this since now a number of people have had some of the same questions. I guess it might be a weakness that the story doesn't answer all of these questions, but since I had it in *my* head, oh, what the hell. (As opposed to stories where I can't tell you the answers, because I honestly don't know.)
First, the stories are all the first paragraphs from a number of well-known fairy tales, like Donkeyskin, The Twelve Princesses, The King's Son Who Feared Nothing, The Jew among Thorns, and East of the Sun, West of the Moon. A number of them I snagged from the online translations of the Brothers Grimm.
Second, Duo probably died somewhere within six months after the Mariemaia War. I don't know how or why, but there are hints (if very subtle) that Heero's despondency over losing his best friend is part of what may have caused the car accident. Duo does extract that promise in the last chapter, after all.
And third, about the title. The story Trowa told Heero was that of the Kingfisher, also known as Halycon. In that bizarre way of Greek myths, Halycon's lover died at sea, and she stayed on the shore, pining for him. So the gods turned she and her lover into birds so they could forever be together. When the kingfisher returns to nest on shore, those are the Halycon days, when the sea is supposed to be peaceful. However, there's a second play on the title, using the legend of the Fisher King. In the Parsifal myth (an amalgamation of Grail stories), the key is that Parsifal has to ask the proper question of the wounded king. "What is the grail", "Who is the grail", etc. This is why Heero keeps asking 'who are you?' - yes, it plays into the anterograde amnesia, but if you see Heero as the fool/innocent (not Duo, who is more of a jester and the jester is never a fool), then Duo becomes the wounded king.
When Heero asks, for the last time, who are you? Duo's answer is very similar to the answer given by the Fisher King, who is the keeper of the grail. It's only once the wise fool asks the proper question that the wounded king is healed (although in some cases his healing takes the form of dying/moving on). In this question-answer, Parsifal becomes the new fisher king, the new keeper of the grail, and is now a true wise fool - that is, an innocent who *understands*.
Err, yes. I probably DO need to have my head examined.
(:./sol/kfa)