Interesting observations, CaptainAmerica. I didn't really think about that when I watched it (I didn't see the whole performance) but considering it's Madonna, it wouldn't be surprising at all if there was some satanic symbolism. Yeah, she is into Kabbalah which is occultic. btw, this is coming from someone who liked her music back in the day....(loooong time ago, in my 'BC' days.)
I did notice the very end, which I immediately thought was strange and funny. My roommate said she "went out like the wicked witch in Wizard of Oz" in a puff of smoke.

My thought was that it was strange how she did that dramatic move right when she sang the words "and it feels like home..." But instead of going up which would symbolize heaven, she went in the other direction. Not that heaven or hell are up or down, but symbolically that's what people think, know what I mean?