The final shot of demon detective, played by Clancy Brown, get exorcised for continuing his investigation of Omni-Man; however, the mysterious item in Debbie's closet suggests his influence on the series is far from over.
Invincible is an animated series based on the Robert Kirkman comics of the same name. So far, the adaptation sticks close to the source material — apart from condensing storylines (and skipping others). One such change was Amazon's Invincible revealing the Omni-Man twist much sooner, which set up the mystery as the main arc for season 1.
So far, Debbie is unaware of her husband's involvement in the Guardians of the Globe massacre — although she certainly has her suspicions. Cecil Stedman seems aware of the truth in Invincible episode 4, although he isn't sure what to make of it (yet). It makes sense that he doesn't want Damien Darkblood to continue interfering — especially since the demon refuses to operate in "shades of grey." Still, the episode's ending implies the truth is about to come out.
Before being confronted by Cecil in the Graysons' living room, Damien was in Debbie's closet, searching for clues. He is alerted by a noise from another room, then (presumably) goes to investigate. The demon isn't shown exiting the closet, however; although his next scene implies he left right away, the audience is intentionally not shown what he did before heading downstairs. This sets up the twist at the Invincible episode's end: the ambiguous lingering shot of the closet's interior. Cecil allowed Damien to come to him — meaning the detective could have left something behind for Debbie to find in the event of his death or capture.
Based on the shape of the mysterious object, most likely Damien left behind his notepad, which he has been taking notes in throughout Invincible. This would provide Debbie with his entire case's worth of information, potentially leading her to come to the same conclusion he did about Omni-Man. It's also possible that the black rectangular shape is some sort of hard drive or other technical device containing information. Finally, the circumstances could be a simple red herring or even a misdirection; since Damien isn't shown planting the object, it's possible Cecil — being a thorough agent — arranged for the object to be left behind. Regardless, the ominous framing of the shot suggests something big is coming in Invincible season 1 — and it involves a discovery in Debbie's closet.