Jane's not happy about Thor leaving her on Earth again, not so soon after they were reunited. Thor's no more happy about doing so than she is, but considering his father's reaction to her initial arrival in Asgard, he figures it would be best if she stayed behind. Odin has enough to worry about without Jane's presence reminding him of his wife's death.
In truth, Thor would much rather have Jane with him as he returns. He wants to cling to her and never let her out of his sight, for fear that she might be stolen away from him if he is not there to protect her. She almost was, he thinks as he raises a hand in farewell, the Bifrost's rainbow rays surrounding him in a thunderous roar. She looks so small and sad, putting on a brave smile for him as Darcy wraps an arm around her shoulders, that he almost changes his mind about returning home. His father is more than capable of repairing Asgard – there is no need for Thor to return.
But that's a lie, and Thor knows it. Even if it were true, Thor would return all the same, for the same reason that he wishes to remain by Jane's side. Thor has lost too much in the past few days to not want to hold all that he still has as close to him as he can in case they, too, are snatched away from him too soon. He does not want to see Jane's body lying limp on the floor, stained with blood, as he did his mother's. He does not want to hold his father in his arms as he watches the life leave his eyes as he did his brother's. Thor will do what he can to protect those he loves in both realms.
Odin is silent when Thor returns, gazing at him with a weary detachment that Thor has not seen since Loki fell from the Bifrost. The barely hidden pain in the Allfather's eyes makes Thor abandon all pretense of formality, and he pulls his father into a desperate embrace.
It is with some surprise that Odin returns the gesture, and Thor takes comfort in the fact that his stoic father will allow himself to comfort and be comforted in their mutual grief. It's almost enough to make Thor rethink his decision to return to Midgard. Almost, but not quite.
When Odin steps back from the embrace, he still does not speak, but simply clasps Thor's arm before leaving Thor to himself.
Thor throws himself into his work, moving among the soldiers and civilians of Asgard as they begin the process of rebuilding their defenses and buildings and lives. Odin is no less active, Thor notes, exchanging his grief for the confidence of a king. They work separately and together, guiding and encouraging their shaken people.
The work is exhausting, both physically and emotionally, yet when night falls, Thor finds himself unable to sleep. He leaves the palace for the cobblestoned streets, making his way to the water's edge outside the city.
He sits on the cold rocks and sand, wrapping his cloak a bit tighter against the wind's chill. He looks out toward the distant waterfall of Asgard's edge, staring at that place where the water meets the sky, and he thinks of his mother, and wishes she was there. He thinks of his brother, and wishes that he had had Frigga's belief in Loki while he still had a brother to believe in. He wonders if his mother is happy in Valhalla, and if she thinks of him and his father. He wonders where Loki's soul has ended up, and tries to believe that he is with their mother, free of all the darkness that plagued him in life. Thor doesn't want to think of Loki in Hel, for no matter how much Loki had hurt him, Thor would never wish such a fate upon his younger brother.
It is a thought that plagues him the next morning when he wakes upon the beach. He manages to push it aside in exchange for another day's work, but it returns to snatch away his sleep that night, driving him again to the lonely shore.
Thor wishes he had Loki's body to burn, as he had his mother's. Both times he had mourned Loki's death, he had nothing to memorialize him with. When Loki fell, Thor had watched with Frigga and Odin as an empty boat was sent out over Asgard's waters. There was no soul for Odin to send on its way, no spirit to go to Valhalla. Thor wonders if he could possibly return to Svartalfheim to search for his brother's body, but he knows that the chances of finding it are slim. He falls asleep to the sound of crashing waves and dreams of burning boats sailing out to meet the stars.
The third day Thor resolves to make his last in Asgard. He has helped his father begin to heal the realm, but he must not tarry there any longer. Odin has all of Asgard to protect him, but Jane has only a few of her mortal friends.
Thoughts of Jane are mixed with thoughts of Loki, and Thor eventually finds himself pushing open the door to his brother's bedroom. Little has changed since Thor was last there. A light gathering of dust has settled inside, let in by the open balcony window, remnants of the city's shattered stone and ash. Frigga's touches are clearly visible in the absence of several pieces of furniture and many of Loki's books. Thor wonders what he should do with what's left, if it should finally be put away in acknowledgement of Loki's death, or if the room should be closed up, left untouched as it was upon Loki's first death.
Thor leaves without making a decision, and attempts to find peace of mind in his work.
When he makes his way to the shore for the third night in a row, he is startled to find that he is not the first one to arrive at the water's edge. He starts and blinks his eyes, sure that the shadows are playing tricks on him.
"Loki?" he calls, scrambling across the rocks in the darkness.
The figure turns abruptly, and as Thor draws closer, he finds only Odin, leaning on his spear and watching Thor with sharp eyes.
"Father," Thor says, disappointment lacing the word. "Forgive me, I thought…" he trails off and looks over the water.
"You mourn him still?" Odin's tone is neutral, his gaze distantly searching the stars.
"I do. As much as I mourn Mother." There is no reason not to be honest, after all.
"Even though he betrayed you? Betrayed Asgard? You mourn Loki, despite all his lies?"
"I could not do anything else." Thor glances sidelong at his father, seeing the grief and pain in his stance. "Nor could you."
Odin's gaze flashes to his, but Thor does not look away. It is Odin who breaks eye contact first.
"You are just like your mother. Too willing to forgive too much."
"I would not have it any other way."
They are silent for a time, each lost in their memories and thoughts.
"Do you think Loki has found peace?" Thor asks. The thought has weighed too heavily on his mind to keep it to himself any longer. "Has his spirit reached Valhalla?"
Odin looks at him with an expression Thor cannot quite decipher. "I cannot say. The realms of the dead are beyond even my gaze."
It is not the answer that Thor hoped for, nor really an answer at all.
Their silence is not quite companionable, but far from the tense silences that had littered the days when Thor was younger. The days when he had been brash and loud and full of confidence, too willing to shout his opinion from the rooftops in pompous arrogance, often challenging his father.
"Father, I must speak to you of something important," Thor says with a weary humility.
Odin turns to face him, a mild curiosity in his expression mixed with a knowingness that makes Thor wonder if Odin already expects what Thor is going to ask. It is an expression so like one that Loki often wore that Thor has to swallow his grief and focus on forming his words.
It hits him that he does not wish to leave Asgard, to abandon her so soon after the tragedy. But he knows that if he stays, he will stay one day, then one day more, and it will only get harder and harder to pull himself away before Odin hands him the throne, and then Thor could never leave.
Odin seems to sense his struggle, and briefly puts a hand on his shoulder. "Can it wait until morning, my son?"
Thor nods.
"I will expect to see you then," Odin turns to go, leaning heavily on his spear as he makes his way back to the palace.
Thor stays by the water until dawn, thinking of Frigga and Loki and Asgard. Of Jane waiting for him, of Odin relying on him, and he wishes that he did not have to choose between the two people he loves most. He wonders if by choosing one, he will inevitably lose the other.
He is tired when he stands before his father's throne, but he has planned his speech carefully, and he hopes that Odin will understand.
When Odin gives permission to return to Midgard, he is both relieved and heartbroken. Part of him wishes that his father had forbidden him to go, instead of making him choose between both realms, but he chooses, bowing to Odin and leaving the palace.
He says his good-byes to Sif, Volstagg, and Fandral, instructing them to pass on his farewell to Hogun when he returns from Vanaheim. His friends are grieved to see him go, but they manage to extract a promise from him that he will return to visit.
He bids Heimdell farewell as the gatekeeper starts up the Bifrost, and as the rainbow light begins to spin around him, Thor whispers a final good-bye to the dead, a promise that he will not forget them.
Thor lands on Jane's balcony, and within seconds, he can hear a clatter and the door is flung open, Jane rushing into his arms. She feared he would not return, though she does not say it, and he holds her a little tighter and presses a kiss to the top of her head.
Jane pulls him inside to be greeted by Darcy and Eric, and he feels his heart lift a little, although their companionship is not enough to heal the brokenness of his heart. Thor knows that he cannot hold onto everything that he loves, but what he can, he will cling to. It's too soon for him to let fully let go of those he has lost, but he will try to honor them by protecting what still remains.