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Sara and Laurel

I think this really was Laurel giving Sara the closure, and quite frankly us as an audience, needed.

Come on who didn't cry when Laurel reappeared? I have a very moving theory about that. I think since this is the Spear of Destiny Sara used which is associated with God Himself, and Constantine is part of the Arrowverse now, that the Laurel she talked to really was Laurel as I think Sara briefly transported herself to the afterlife with the spear. We did see Oliver, Laurel and John Constantine travel to the afterlife in Arrow 4x05 to retrieve Sara' s soul so I think this is plausible. I think Laurel was waiting for her and showed her what her reality could look like, that Sara could bring her back, but ultimately Laurel wanted Sara to use the spear for the right reasons. She wanted her to stop Eobard Thawne's reign of evil.

John Constantine

With or without Constantine this is what I'd think, but I think since Constantine is part of the Arrowverse that this is more plausible.

She wanted Sara to make sure the spear couldn't be used to ruin anymore lives, and reminded her that while she is haunted by the darkness of an assassin she is driven by the heart of a hero and as such is worthy of wielding it. While Sara knew this means she’ll never have her back Laurel reassured her that she’s never too far away, and will always be watching over her her baby sister like a guardian angel. Now Sara has gained the strength to become the leader and the hero she never believed she was and will carry on in Laurel’s memory, till the day they meet again. I also think for this reason that Sara, while she may have come to terms with Laurel's death, will try to help Earth-2 Laurel redeem because while she isn't her Laurel getting to know her and help her, as Laurel has done for her here, will fill the void left by her death. After all it's probably what Laurel would do. 

Dinah Laurel Lance - Always trying to save the world. RIP pretty bird. 😢