>>4009922the final movie literally has him running through various alternate realities, only to say "fuggit real life is ok" and then wake up at a train station.
you could say its all hyperdimensional psuedoscience, but the fact that as the series go on they add more and more technobabble and nonsense makes me think its just a hallucination, or a dream or a fantasy. like Shinji conceived the entire series in his head. and considering shinji is Annos self insert, i think fully makes sense to have it all be just something he dreamed up, only to be saved from it by his wife (Mari), just like how anno seems to have overcome his massive depressive episodes when he fell in love with his current wife.
theres more indepth explanations as to why this is if you go look for them, but at the end of the day thete is no concrete evidence in any direction. its like the unicorn in blade runner, i guess. you can read it however you want to (until 2049 came out but lets not talk about that)