Not your big epic ending, more like Memento/Insomnia. No multiple endings edited together. It's more focused. In Dunkirk, the final scene was the only one openly sentimental, and here Nolan goes one step further, having none. Which doesn't mean the movie is not emotional in its own way.

Kat was shot by Sator normally in the blue room? This scene was shown twice (from JDW's perspective in the red room and Sator's perspective in the blue room immediately after). At first, I thought that Kat was invert-shot too (as did JDW) but later we found out the happenings in the blue room were happening in reverse when looked from the red room and it's shown after, clearly, that Sator shot her normally. Or am I wrong?

The story is about The Protagonist's maturation from a low level spy agent into the leader of the organization Tenet.

Involved in that maturation is an understanding of the burden of time inversion, the boundaries and rules one must set for one self, and the attitude of accepting time and fate for what it is. In order to take full advantage of inversion, you must be ready to take your place in its grand design, to know when to push and when to let be.

The Protagonist is taught that attitude by the veteran Neil. Throughout the movie the Protagonist is portrayed as frustrated with Neil for not giving him information, for not letting him break the rules. Scene after scene, Neil refuses to give the protagonist information that might ruin their mission.

But it comes at a cost. The exhaustion of lying to his closest friend is always visible on Neil's face, an everpresent burden. It is only at the end, when the Protagonist is saying goodbye to Neil, that the tables have finally turned. The Protagonist must keep Neil's death a secret, lest he risk altering his friend's choice to return to open the door.

Thus things come full circle - the Protagonist has learned how to accept fate, learned how to live under the burden of time and the responsibility over past, present, and future. He is ready to lead Tenet, just as his teacher and friend, who he has yet to truly meet, completes his own journey, stepping back into inversion, about to meet his end.

Kat = Westworld season 1's Dolores
Sator = (Trump+Bolsonaro+Putin)/3
I'd say the Bond film it's closest to would be Licence to kill (plotwise): Bond entering the organisation of the villain with the help of the villain's wife.

In the end when Neil and JDW talk about Neil having to go back down there why is Neil boarding the helicopter?
And how does he end up down there at the gate inverted?

wasn't a climatic ending like Nolan's previous films.. it kind of just, ends.