It was more profound than mere sadness.
It was deeper and stronger than depression.
It was such a powerful feeling that after it left he lost the ability to feel anything at all.
Link was broken. He could neither smile nor frown. Tears simply would not come. His body was tense as a coiled spring and yet he was incapable to react to anything at all.
Zelda spoke to him but he did not hear her. He slowly and stiffly walked towards the exit. He didn't recognize where he was going only that he could not stay. He left the Arbiters Grounds and entered the desert.
The sun was setting and twilight was settling in. He felt a small pain in his chest but did not recognize it in any way. Beginning to move towards the sunset he shuffled through the sand.
Midna was gone and so was any reason to live. He crested the dune and looked forwards as the sun's last rays disappeared cloaking the world in darkness. Almost as dark as his soul had become.
He began to move again. He would walk until he could not walk any more, then he would wait. With a patience and apathy born of great loss he would wait for death.
It may be a bad story, poorly written and unappealing, but I had to write it. I needed an outlet and chose writing. Even should this never be read it has served its purpose.