I think the most plausible theories would be the Resurrection theory, the destiny theory, or the Grimm theory.



The Resurrection theory is that All of JNPR will die like their corresponding characters in fiction, but then get resurrected by Salem or Ozpin. It also fits with their corresponding characters in Journey to the west.



I think the destiny theory is true regardless. This theory being that Pyrrha was always meant to be the fall maiden and will still have an effect, even in death. Or as some believe, in life. This is probably the broadest and most plausible as it hinges on her last words which are "do you believe in destiny?" I think its really odd for RT to put that in as a throwaway line, especially since Pyrrha was questioning her destiny leading up to her death.



The grimm theory is basically that 1) Emerald used her Illusion powers to make it look like Pyrrha died and actually just took her to Salem, or 2) Cinder's flame powers somehow have teleportation properties and when she was incinerated she was actually being disassembled and reassembled. From there Salem would grimmify her and use her somehow (if you're current with volume 4, I believe something like this might be happening to Cinder right now actually. If you take what Salem said from chapter 2 literally, Cinder is wearing a sleeve on one arm for a reason.