The trio are a group of friends all wearing Maromi back packs introduced in episode 8. They are not in the openings or closing credits of the anime.
Flashbacks to their online conversations reveal that they were apart of a suicide club. The two older men are very surprised that Kamome turned out to be a little girl though, and ran away from her.
They considered subway as a means after carbon monoxide failed, but someone beat them to it. Thus, they attempt hanging. Once again, it fails.
During the episode, trio bond whilst
At one point they face Lil' Slugger what gives them hope for quick, relieving death. However, he ends up running away.
As the three of them sit at a locale convenience store, Fuyubachi realizes that none of them have shadows; they are all already dead. However, he decides its best for Zebra and Kamome to not know the truth at they continue along with ways to kill themselves.
There are several hints to their death. The first one being that once the building they tried to die in was destroyed, they are never shown to have shadows on the ground. Their cause of death was most likely their bodies being crushed from the rubble. After they witness a suicide in the subway, Zebra sees the man walking up with only blood on his body and him saying 'Damn, that hurt.' Said man, of course, is dead. Finally, when Lil' Slugger attempts to attack them, he quickly gives up and runs away instead after seeing their appearance. It's also worth noting after the reveal, the trio photo-bomb a group of girls. When the girls see the image on the camera, they scream in fear.
Each of the characters have a reason to die that are implied:
Zebra used to be in a homosexual relationship as shown in a heart-shaped locket he keeps with him. His reasoning may be any of the following: homophobia, the death of his partner, or the relationship turned sour.
Fuyubachi is the eldest member of the group and is required to constantly take medication. His reasoning may be that of depression, physical illness, or old age. In his sleep, he also mentions someone by the name of 'Sayo,' but a relationship is never made clear.
Kamome was an unwanted child. Thus, as represented by a condom machine she and the others walk past, she feels its best she dies rather than be abandoned. She is also fairly clingy towards Fuyubachi and Zebra, going as far as to cry from their disappearance in the woods.