It doesn't hurt at first.
The swift, shrill pressure of the arrow meeting his temple. Gloss hardly minds it, doesn't grasp at all that it's a mortal wound, that even now, he is dying.
But the instant his head snaps excruciatingly back against his vertebrae in spite of himself, the moment he faintly perceives this isn't pleasant, that the twisted angle of his neck and the depth of the wound are far from natural, his ears pick up on the scream. The inhuman cry that could only come from his sister, and he knows. He regrets all this. Instantaneously.
Remember, it doesn't hurt, the arrow's jagged tip solidly sunken a good inch or two into his skull, the uncontrollable faintness attending the sudden and violent decrease in blood pressure. He blinks, stupidly. He has far transcended all that.
What hurts him is that his last mortal moments consist of exactly this - falling. From the corner of his waning vision, his twin, her knuckles locked livid white around the knife in her hand, rising up from the rocks. Sickly warm blood trickling, gushing against his cheekbone and the backdrop of his own useless body, wholly incapable of holding her back, as always. Cashmere, a blonde streak amongst the grey, rising into the gleaming danger of the mid-day sunlight. Gloss' sister, catching an ax with the splintering crack of her rib cage. The arc of her spine suspended in the artificial light. The oddly muffled, fading crash of her bones against stone. His inability to even whisper her name, extend a hand towards her. The darkness and cold, the cannons.