I do not think there really are any loopholes to allow L&W to be together, aside from maybe that "learnable" travel technique Xaphania told that Shamans and Witches know.
I don't think so either, it would just kill Pullman's niveau of writing if he's just let one backdoor open for Lyra and Will to be together, let the readers come and then maybe to secretly laugh at them searching for the ending where they don't have to get separated...
And he can't have forgotten to close a loophole, because in his mind, there can't be loopholes; what's in the reader's minds can't be HDM if it has loopholes in the ending.
Thoughts can only be altered by their thinker's mind.
And because this thinker is Pullman, we will never be able to find loopholes in HDM as his thoughts.
[OT]Can someone follow me?[/OT]
But sure, I have thought of loopholes for a long time, establishing this final conclusion above.
My best idea of a working loophole is simple, working but against Pullman{read above}:
Lyra and Will have to build the Republic of Heaven where they live, for example meaning they have to convince others to hold Dust in their worlds by thoughts, love and general consciousness.
They both have to die one day, regardless of their position. What if they (let) open a last window besides the one for the dead, keep changing between their worlds - staying together - and fulfilling their task of protection for consciousness regardless of their love, and finally being buried together - wherever - after the last window is closed by an angel.
Yes, there will be Dust flowing away, that's right, but can so much of Dust be sucked out by ONE additional window during ONE lifetime that it can't be outweighed in future, by mankind becoming more conscious?
I don't think so, Lyra's and Will's worlds had to be dead alright for eons if the answer is yes.
And why can't this situation be handled as an exception? It's a really exceptional case that two humans of two different worlds meet and even more exceptional that they fall in love, so it would be logical to conclude replying to this case in an exception.
But anyway:
Pullman doesn't want there to be a loophole, so there can't be one, unless he himself says there is.
And HDM would just be one of these five trillion books where two characters meet, repel each other, are forced to cooperate, finally fall in love just to be together till the end of the world or time or whatever... their lives... ... ... *finishes sentence* without this ending.
But HDM isn't. HDM has got niveau.
The LDericher has spoken.