last time we face Shub-Niggurath we ended up in Epic Battle versus her, and when we drew one of the sinister plot cards we had to rethink how we've played final battles earlier.

the card says:

Ancient One Attacks
Unexpected Loss

Each investigator loses 1 monster trophy. Any investigator with no monster trophies left is devoured.

question is then; is the last sentence just redundant wording as you always get devoured when you're out of monster trophies after her attack (or out of clues vs Nyarlathotep, or tokens vs Tsathoggua.. etc), or does this indicate that you (usually) don't get devoured when you have none left but instead when you should lose one but have none left?

i can see it thematically working - you have a wall of monster corpses between yourself and the ancient one, delaying your own immediate demise. so you're not devoured until your wall is gone, not until your wall only have one trophy/corpse left..

we usually play it that losing your last token means you're devoured. now i'm not so sure anymore.

Note that, as per her REGULAR ATTACK, you are devoured when you have no trophies. This is not her regular attack, so it shouldn't be assumed that you're devoured. I don't feel, therefore, that this is either a redundant statement nor confirmation that her ordinary attack works differently from what we suspect.

A perfectly legit idea for a SP card, for example, would have been to make everyone lose a trophy, but NOT be devoured at zero: therefore, if her subsequent attack is normal (not canceled or pre-empted or a different SP), anyone with zero would not survive regardless of if they pass the sneak check.

I still don't get it.

Is this is clarified somewhere?

I always played that if you losing your last trophy - you are devoured. Is that wrong? Is investigator continues until he must discard a trophy and he don't have it and then he is devoured?

You are indeed devoured when you lose your last trophy during Shub's normal attack. Taurmindo was wondering if the wording on the Sinister Plot card was either redundant or evidence that you continue to survive with 0 trophies as long as you keep passing the Sneak check, and I think I demonstrated that it isn't either.