By the way, "OVA" stands for "original video animation" and just means "direct to video." It was released direct to DVD without first being released to either TV or theater.
So, although the original Hellsing uses the same opening and ending themes throughout its 13 episodes, Hellsing OVA uses different theme music for each episode. Much of it was written by Hayato Matsuo, such as this one, titled "Merche Funebre" or "Funeral March." It was performed by the Warsaw Philharmonic Orchestra.
Most of episode 2 shows the slaughter of huge numbers of Hellsing soldiers by their enemies, the vampires. It was only fitting that the ending of this episode would depict their mass funeral. The music runs almost 3 minutes, during which the Japanese credits roll over background scenes of the funeral proceedings without any voice or other sound effects. The video version below is the "clean" ending, that is, the ending theme without credits rolling over it. This is a bonus feature that is quite common to anime DVD releases. I'm pretty sure all the Hellsing DVDs (of either series) include either clean openings or endings, or both.