You came back. - Just sometime during the series. Leo & Splinter.
Their faces are covered in bruises. Raphael is limping and his arm is around Michelangelo's shoulder, who has a deep gash that runs all the way down his upper arm. Donatello already has the first aid kit out, his hands shaking as he tries to stem the bleeding, despite the fact that he looks like he can barely stand himself. Leonardo is on Michelangelo's other side and gently eases him down into the beanbag chair.
When he makes eye contact with Master Splinter his eyes are impossibly tired. His shoulders are slumped in defeat and he when he turns his face away, his father can sense the shame he is trying to hide.
After they have all been looked after, wounds cleaned and bound, Splinter makes them his special calming tea. They each accept with exhausted thank yous and small but fond smiles. Leonardo however does not make eye contact with him. When Splinter gently tilts his chin up, he is surprised to find tears in his son's eyes.
"Leonardo," he says gently. "What is wrong?"
"I -" He glances down for a moment, to collect himself as his voice cracks. "I'm sorry, Sensei."
"What for, my son?"
"We - I failed. Tonight -"
"Leonardo."
His son looks up at him, eyes wet and full of guilt. Splinter gently cups his cheek.
"You came back. All of you, safe and mostly whole. That is all I ask, my son."