I'm not familiar with any of the characters, but I like the story!
I'm not fond of non-consensual stuff though, so I'm gonna imagine Chie trusted Yukiko enough to not mind being killed by her and not demand an explanation, maybe just surprised a bit by a lack of warning.
Also not sure what is the purpose of the durability spell if it doesn't preserve heads alive at least for some time. I mean, not only that would have been much more fun, but if it doesn't do that, why even bother?
Anyway, looking forward for the second part. Judging by Naoto's reaction to Chie's severed head, I have a reason to hope at least her part's going to be consensual.