I believe VK ch. 35 will explain everything ;) I'm pretty sure it was 35, at least... If I recall correctly, 30, 35, and 40 each have one of those *GASP* moments (mostly followed by squeeing, WTF-followed-by-more-squeeing, and crying, respectively).

...While we're on the subject of Vampire Knight, I can has meme?

(I ought to get a VK icon... Rima's stuffed bunny from the first ending/second opening could go with the theme nicely... I wonder if anyone's ever made an icon of it?)