Harry yells for Sirius and refuses to listen to Lupin say that Sirius is dead. He realizes that Sirius has never made Harry wait for him before, so he must really be dead. Dumbledore ties the Death Eaters in the middle of the room as Kingsley continues the duel with Bellatrix. Bellatrix throws Kingsley to the ground and runs. Harry races after her, threatening to kill her, and follows her up to the atrium. There, he hides behind the Fountain of Magical Brethren and, enraged, tries to perform the Cruciatus Curse on her. It knocks her down, but doesn’t continue to hurt her. Bellatrix says Harry has to want to cause pain, and tries to curse him in return.
Harry's attempt to use an Unforgivable Curse (which, he learned last year, leads to a life sentence in Azkaban) shows just how distraught he is. However, the fact that the curse doesn’t really work for him still shows his fundamental goodness—he wants Bellatrix to feel pain for the evil she’s done, but he doesn’t enjoy inflicting this pain. His rage is born out of his love for Sirius.
Bellatrix and Harry shoot curses at each other until Harry shouts that the prophecy is gone. He feels fury that's not his own and yells that Voldemort knows it's gone. The pain in Harry's scar intensifies. Voldemort appears in the atrium, points his wand at Harry, and confirms Harry's story. Harry can't even think to move as Voldemort shoots the Killing Curse at him, but the statue of the wizard from the Fountain of Magical Brethren suddenly leaps in front of Harry, deflecting the curse. Dumbledore appears at the elevators and the two wizards begin to duel. Dumbledore animates the rest of the statues and the witch catches Bellatrix.
By destroying the Fountain of Magical Brethren, Dumbledore symbolically dismantles the system set out by the Ministry that makes those creatures lesser in the eyes of wizards. Though he has to force them via magic to help here, this leaves it open in the future for a new statue that could reflect a more equal society—and with it, Dumbledore makes room for non-human beings to choose to help wizards in this fight.
Dumbledore and Voldemort argue about whether there's anything worse than death as they exchange curses. Voldemort conjures a snake that tries to strike Dumbledore, but Fawkes takes the blow and turns into a baby bird. Dumbledore puts Fawkes in his pocket as Voldemort struggles with Dumbledore's next curse and disappears. Suddenly, Harry's scar blinds him with pain and he feels as though he's part of Voldemort. Through Harry's mouth, Voldemort tells Dumbledore to kill him. Harry feels ready to die; he wants the pain to stop, and to see Sirius. When he thinks of Sirius, the pain diminishes and Voldemort leaves Harry’s body.
In this moment, Harry learns what possession by Voldemort truly feels like. Notably, it's very different than the experience of possession that Ginny described. Note also that Voldemort leaves when Harry thinks of Sirius—as he later learns, it is the surge of love he feels that drives Voldemort away. Voldemort and Dumbledore also show more clearly their differing philosophies here—Voldemort fears death above all else and scorns the power of love, while Dumbledore believes that doing evil to avoid death is not worth it, and love is the most powerful force of all.
Dumbledore crouches over Harry as the atrium fills with people, including Fudge. Fudge sees Voldemort grab Bellatrix and disappear, and he seems shocked and horrified that Voldemort really is back. Dumbledore tells Fudge that there are Death Eaters downstairs, and when Fudge seems ready to call for Dumbledore's arrest, Dumbledore sternly tells Fudge to see sense. He promises to explain things after Harry is back at school and turns the wizard statue's head into a Portkey. He then turns to Fudge and tells him to remove Umbridge and stop pursuing Hagrid. Dumbledore offers to stay with Fudge for 30 minutes to explain what happened, and then he sends Harry away.
Notice how, even when confronted with Voldemort right in front of him, Fudge seems unwilling to believe Dumbledore or accept that he himself has been wrong for so long. Fudge understands he's backed himself into a corner by denying that Voldemort has returned—now, he has to admit his mistakes, which will likely cost him favor and political capital.