Ok, just to make things a bit clearer for those who look at this from the outside:
The "country" Sake is talking about is actually this:
Yes, a padded room at the psych ward she was admitted to.
The "Gackt" she went to this "country" with is this:
Aha, a Gackt doll. She was allowed to keep it, or else there is no chance she would ever return to the world of the sane, which I hope she will some day.
Finally, the fireworks she so happily was watching along side with her beloved "Gackt" was actually the results of these:
Yup, poor Sake is now being treated with a heavy mix of antipsychotic drugs. Let's all wish her a speedy recovery.