He dreams of her death so often that he's afraid of going to sleep. Bourbon helps, but it's not always enough to keep the nightmares away.
Sometimes it's a bullet to her head.
Sometimes there's an explosion.
Sometimes she dies in his arms.
And sometimes Ari takes her. Gibbs hears his voice taunting: Say goodbye to Caitlin, Agent Gibbs.
So every morning Gibbs waits for her to walk into the bullpen, and if he's gruff with her it's not because he's grumpy; he's just so damn relieved she's still alive.
Maybe one of these days he'll even tell her that.