Casey managed to avoid being killed when The Beast saw her scars and saw these as being “touched,” i.e. having suffered, and thus being pure.
When we last left off with David Dunn and Mr. Glass in Unbreakable, the former had learned about the latter’s crimes after experiencing his unique visions.
The world knows he’s on the loose, and Dunn confirmed the similarities between this new menace and and Mr. Glass from 15 years earlier.
As for the Split leads, that movie concluded with Kevin being taken over by his hidden 24th personality, The Beast.