I think I figured this show out. The smoking cult keep saying shit like "the world ended" on the day of the vanishings. What we are watching is purgatory or some shit like that(just like on lost but in reverse). I think the people who didn't vanish died, and the ones who did vanish are still alive. Or they are barley hanging in there between life and death. Crazy ass fireman's daughter and her friends were in between life and death barley hanging in there. They got better and pulled through, which is why they vanished(back to the living world). I think the smoking cult somehow figured this shit out. They are trying to wake everybody up and bring them back to life. Or they are there to keep everybody there and accept death.
I think something bad happened to the whole planet or at least most of it. Causing a bunch of deaths and really bad injuries.(I hope it got something to do with aliens.)