I'm going to try to lighten the end of this episode as much as possible, with a South Park joke. "Oh my god! They killed Kosh! You, bastards!"
The rather cryptic (obviously) death of Kosh in Sheridan's dream begs the question: did Kosh know that Sheridan would break the cycle of war and servitude that the Shadows and Vorlons had perpetuated? he seems to regret manipulating Sheridan; an attitude not held by his successor. In any case the attack on the shadow vessels may not have actually caused the deaths of any shadows (they used other races to control their ships), so why did they kill Kosh?
A very moving episode, especially during Sheridan's dream when Kosh was dying.
I think the Shadows killed Kosh to try and undermine the Vorlon's victory and the new Alliance.
I think the shadows killed Kosh because up until that point, the Vorlons and Shadows had used the other races (Human, Mimbari etc) to attack each other. It almost seems as though there was some thing like a non-aggression pact between the Shadows and the Vorlons, and Kosh's actions broke it.
What does it say about Shadow ship strength when one of their Cap ships is blown up by a Vorlon Transport?
Lyta does say in a later episode though, that it is a long time since any Vorlons dies, and I'm SURE Kosh or Delenn hinted that the Vorlons didn't have huge numbers.
Could it be that the Vorlons are superior technologically, but the Shadows have the numbers?
What does it say about Shadow ship strength when one of their Cap ships is blown up by a Vorlon Transport?
We don't know if that design is really a transport. It could be a military craft that uses the same basic design, or a general-purpose type of ship the Vorlon's use.
I'm also guessing that if Kosh's ship had that amount of firepower he'd think twice about letting anyone know. After all someone would probably get a little nervous if the Vorlons felt the need to move around in powerful military ship.
This would also help explain one of the reasons why the Vorlons asked that Koshs ship was not scanned - there was a chance someone may have been able to tell that the 'transport' was carrying enough weapons to take the station out with one shot.