The circumstances of her death were dubious.

In The Question of Hamlet (1959), Harry Levin writes:

…Ophelia herself is enveloped from the first to the last in a nimbus of uncertainty. Her first speech, in response to her brother’s parting request, is the question, “Do you doubt that?” Her last rites are curtailed by the Priest because “Her death was doubtful.” [Collected in Hamlet: Critical Essays, Joseph G. Price ed., 2014]

Levin also points in this context to the irony of Hamlet’s love note in 2.2: “Doubt thou the stars are fire…”

Word of the “sight” awaiting Fortinbras–a hall full of dead bodies–seems to have reached him before his entrance.

You from the…England: Refers to Fortinbras’s army and the English ambassadors, respectively.

Horatio, taking charge, orders that the dead bodies be placed on a “stage” or platform for funeral viewing. “Stage” is yet another Shakespearean reminder that we’re watching a play (see “audience” below)–and a fitting destination for the theater-loving Hamlet in particular.

jump upon: shortly after.

question: dispute.

Horatio’s is the last of many uses of “question” in Hamlet–a play that, according to critic Harry Levin, is obsessed with this word. (See his volume The Question of Hamlet, 1959.) This final bloodbath is an especially grim echo of Hamlet’s ultimate question (“To be or not to be?”).

“Where should we have our thanks?” indirectly means: Who’s in charge now that the King and so many others are dead? (This question will be answered shortly.)

Horatio begins the process of clearing things up, explaining that Claudius never ordered Rosencrantz and Guildenstern’s deaths–but not yet saying who did. (To lead with this information might further damage Hamlet’s “wounded name.”)

The ears…fulfill’d: The ears [i.e. Claudius’s] that should hear us say we’ve obeyed his command can no longer hear anything.

This is a final, fitting reference to “ears” in connection with Claudius, who killed his brother by pouring poison in his ear. See “The Ear in Hamlet.”

“Too late” echoes Claudius’s use of the same phrase above.

Gertrude may deliver this line while still unaware of her fate, as Glenn Close does in the Mel Gibson Hamlet (1990):

https://youtu.be/BoNAEfrI2oQ?t=2m9s

If she knows or suspects she’s been poisoned, she may be choosing to end her life with a tender maternal gesture.

i.e., too late to save Gertrude.

But also, too late to succeed as he’d hoped? Too late to live the life he killed for?

Osric’s line suggests that Hamlet puts up a good fight (even now that Laertes is clearly trying his hardest) before Laertes sees his chance.

This portion of the duel can be played to maximize tension. In Kenneth Branagh’s Hamlet (1996) the choreography is epic–even though Laertes is shown to deliver the fatal wound before the round begins:

https://youtu.be/jpNFvkizozI?t=1m38s