It's Dumbledore apparating. If you look, you can see the white and blue smoke form around Dumbledore. We know that's not from the penseive because the penseive transitions are blackish/grayish.
I loved it; the transition brilliantly conveys the confusion and helplessness Snape is going through. He is in a vulnerable light, ashamed of his actions and hoping for help and forgiveness; hence the "heavenly" atmosphere. These 10 seconds or so may have been a tad rushed for general viewers, especially that he worked for Lord Stafford (:p) at first, but the images were outstanding nevertheless.
Heck, I now even love the cliff jump and find the Shell Cottage good. I take back what I said that Dan Radcliffe seemed stiff in that scene. He gives an impressively nuanced performance in this film.