In the final scene, Vince Diver decides to immolate himself. He pours a bottle of Polish vodka all over himself. Then he goes to play the guitar for a bit, while fumbling with a dodgy lighter. Finally, off screen, he gets himself lit and we see an orange glow reflected in the faces of Emma and Robbie.
So here's the thing. First of all, doesn't alcohol burn blue, not orange? It certainly does on our christmas pudding when we light brandy over it. And second, when we light brandy over pudding, we have to warm it first. Maybe the Polish vodka is higher proof, but still. Third, he pours it mainly over his leather jacket and trousers. Don't little bit of liquids tend to drip off leather? So wouldn't most of the alcohol end up on the floor? And fourth, how much flame would you get from a bottle of vodka? Enough to cause a glow a little way off? And fifth, it's not that the leather would immediately light either, what with it not being terribly flammable.
To put it another way. If I hadn't read the Wikipedia entry in advance, I wouldn't have known what had happened. It wouldn't have occurred to me he'd gone up in flames.