She was gone, and he was quite literally going to party 'til he dropped.
There was absolutely no joy in it. All he wanted to do was curl into a ball in the darkest corner of the TARDIS and stay there until he finally, mercifully, died. In the first horrifying months or years or centuries, when he realized that no attempt to rewrite time could save her, that was exactly what he did. After destroying half the console room in a frenzy of rage and loss he collapsed, overcome by deep, wrenching sobs. He hadn't thought this regeneration capable of weeping. Even the discovery that Missy lied about the location of Gallifrey hadn't produced this level of grief, and he had become resigned to the idea that he simply couldn't be touched on a deeper level anymore. She touched him, though, and it wasn't until after he lost her that he truly acknowledged how very much she meant to him.
She made him promise once, should anything happen to her while they traveled (which was a distinct possibility, though they both refused to dwell on it), that he would not let it stop him. 'Whatever you do, don't go to my funeral,' she'd said, half-laughing. 'In fact, have a party, because my life is amazing, and somebody should celebrate it.' He'd groused and muttered that she didn't trust him to keep her safe, but he promised. He could never refuse her anything. Then he took her Thalios VII, a planet that was one continuous party, and tried to make them both forget.
He wondered if she'd had a premonition of the future, because shortly after that conversation, she died on a planet with no name, in a war with no meaning, died saving his life the way she always did. He cradled her lifeless body, begging her to come back to him.
Then he ended the war by decimating both sides.
He tried desperately to go back and prevent them from ever landing, but no matter how many safeguards he removed, the TARDIS refused to let him cross their timestream. That was when he destroyed the console room.
Slowly, excruciatingly, he remembered that conversation, and he almost cursed her for making him promise. He had, though, and that promise was all he had left of her. So he determined he would throw her the biggest, wildest party her planet had ever known, employing as many anachronisms as he could think of to make a lasting impression in history. He would do all of this as an apology, for not being able to save her, and for not being able to keep the rest of his promise. He couldn't go on without her, so after the party, he wouldn't.
She would have gotten a kick out of it, too. He dug a well (complete with visitors centre), given maths instruction (in a fun, but relevant way), fought – and won - a broadsword duel with a daffodil, introduced the word 'dude' into the vocabulary of 12th-century Essex, and was now making his grand entrance to the final ax fight by playing electric guitar while riding on a tank. He was pleased with the crowd's reaction, although he really wished there was someone who understood his jokes.
The he heard it. Her voice.
'What's the matter with him? He's never like this.'
He looked up to the battlement, and there she was. Whole, healthy, alive. She was absolutely beautiful. Vaguely, he noted Missy standing next to her, which explained how she got there, but not why. She was dead. He had seen her die. She couldn't possibly be there, but she was, and he couldn't help himself. He started playing Pretty Woman, trying to say through music what he never had with words. Then he was turning away, blathering nonsense to the crowed so that he wouldn't have to see her reaction, just in case she understood too much of what he wasn't saying.
She came up to him, a confused but game smile on her face. 'How did you know I was here, did you see me?' she asked incredulously, and for once he was honest with her.
'When do I not see you?'
He could tell she didn't understand, didn't really believe him, so he did something he'd never been able to do, but always wanted to – he hugged her, burying his face in her neck so that she couldn't see the knowledge of her death and his own on his face. He was using the party to celebrate and say goodbye to them both. He had already made arrangements for his own death, leaving his confession dial with Missy. He was more than ready to die. But now she was here, and he resolved that even if he did die tomorrow, he would do everything he possibly could to keep her safe, no matter what the cost. He would not lose her again.
He couldn't.
I had a horrible epiphany watching Twelve/Clara videos on YouTube, and this is the result. I don't want Clara to go!
