I'm not sure the whole finale would be live. They may show taped people working on something but they delayed the final opening of whatever the treasure is until the end.An each team gets to solve the final puzzle but they don't get to see if they had the right answer until the live finale.
Or they could just have everyone on stage, show clips of who won and how and then do live reunion stuff on stage.
I assume that anything that hast to be done live would be something like each of them trying their combination to a safe in the order they solved the combination. Something along those lines. That you can easily make sure would be something you could finish in real time.
It's a tribe creation!