How did Saki meet Shun near the end of the show? About halfway through the series, I thought Shun had killed himself in order to prevent any further damage to others.

However, in the last few episodes, Saki hears his voice as he gives her some very important advice. In the second to last episode, she even seems to see Shun in front of her. However, he seems to disappear in an instant, and she sees Kiroumaru instead. She later hears his voice once more as he tells her the solution to get rid of Maria and Mamoru's child.

Were these just hallucinations, or was there some supernatural force going on?
Yes, she's hallucinating. The evidence for it at the start of episode 24 is irrefutable.

 

Why would she be hallucinating?

It safe to say that given what Saki has gone through, she isn't in the best state of mind. With all the death and destruction she's witnessed and experienced, she's probably in some form of denial.

Where does the advice from Shun come from?

Herself actually. Her own subconscious mind.

When you're in such a hypnotic effect, things from deep in the back of your mind can come forward at unusual times. This is the same reason why hypnosis is sometimes used to bring back memories for criminal investigations and why artists can do their greatest works under times of extreme stress.