If I get denied, is that the “end of the road?”

No, there is always an option to appeal the decision to the Appeals Council. We would write a brief on your behalf regarding any legal error and they would review the brief, your testimony, and the medical evidence to determine if a legal error was made. If one was made, typically, they will send the decision back to the Judge for another hearing which could result in an approval depending on how significant the error was. If you are SSI eligible or your DLI has not expired, your attorney may suggest that you file a new application instead of appealing.