Lots of nit-picking:
“You can’t be here, Illyria,” said the First, it’s voice now venomous.
No apostrophe in the possessive 'its.'
“No,” said Wesley. “Well be finished before that.”
Conservation of Apostrophes: You need one in 'We'll.'
“Uhm, did I miss something” said Spike.
Need a question mark here, and should probably be 'Spike asked' rather than 'said Spike.'
... pulled from it a gem composed of black fire, and the First transformed into a horned, bat-winged beast, and then disappeared all together.
Run-on sentence. Full stop after 'fire,' delete the 'and,' new sentence beginning 'The First transformed ...'
“It’s OK Wes,” said Angel.
Comma between 'OK' and 'Wes.'
“Where what’s going, said Buffy,
Missing close-quote.
“So’s Lilah,” said Justine. She disappeared when the monsters did. And I haven’t seen Ethan or Marcie—well, I’ve never seen Marcie—for ages.
Missing quotes around the second half of the direct speech.
Instead, she smiled, and disappeared.
No comma after 'smiled.'
Riley knew by the whisper in his hear that it was over.
You want 'ear' rather than 'hear' here.
“But what about Angel” said Connor, exacerbated.
Question mark inside the quotes. You want 'exasperated' instead of 'exacerbated.'
“We’ll give you all the help we can. The Council. Won’t we Giles.”
Comma after 'Won't we,' and question mark rather than full stop.
Riley spoke quietly for a moment to Riley, and then Riley and his wife left, too.
Not sure what's meant here, but Riley talking to himself probably isn't it.
There was a bind between them now, Oz knew
You probably want 'bond' here.
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Nice work, Victor. I'm looking forward to seeing it all in one place.