Cole sighed and ran a hand through his dark hair - where had it all gone wrong? He and she had once been happy together, meant for each other...but now she couldn't bear to even think about him.

"The days and nights you sit around wondering,
Where can she be?
Hoping that she might appear out of nowhere
But you fail to see"

He'd tried to fight the Source but ultimately hadn't been strong enough and Phoebe had held that against him. Surely he hadn't caused her that much pain?

"All the hurt inside, the wounded pride
Ooh what she went through for you
You cheated and lied, as her love slowly died
And her heart just broke in two"

He had loved her - still did, but maybe she'd been right. Maybe he should've stayed in the wasteland after all. But it was his love for her that had brought him back. Cole loved her and would always love her, as long as he was able to.

"When she was with you, all along
Behind you right or wrong
She tried to hold on, hold on
But you went too far, and she's gone
"

That moment wasn't how he'd visualised it. He'd planned it nicely in his head. After returning from the wasteland Phoebe was supposed to have greeted him with open arms and by saying how sorry she was about thinking he had delibrately hid being the Source from her.
But no, no instead he was greeted by a cold-hearted Phoebe, who didn't want anything to do with him.

"And now it's over and her heart turns to stone
No time for pity, when her heart turns to stone
She cries a little as her heart turns to stone
She's that kind of woman
She'll do fine on her own"

He had tried to kill himself many times after that, but he'd found that he was invincible - which would've been fun if Cole's heart hadn't been broken.
Alone for many months he'd truelly gone insane - he couldn't be good and wouldn't be evil.
The alternate reality thing had been a good idea, he'd gotten a life he had wanted and was actually starting over.

"What you thought was a game
A game you were winning
Wouldn't go your way
Now you've lost what you had
And your back to the beginning
It's the price you have to pay"

The vanquish had hurt, yes, but not as much as knowing that he'd lost Phoebe for good and he couldn't do a thing about it. Now in the void between life and death, he had all the time in the world to think about what he'd had and he'd taken those fleeting moments to help Phoebe not to give up on love because of him.

"When she was with you, all along
Behind you right or wrong
She tried to hold on, hold on
But you went too far, and she's gone"

Ultimately Cole wanted Phoebe to be happy and not to close her heart off to love. He would hate for her to do so - it just wasn't healthy for a soul like hers.
She needed to open her heart again and let someone new in before it was too late. And he was determined not to let her give up.

"She hides the pain, but her heart turns to stone
No time for pity, when her heart turns to stone
She cries sometimes, as her heart turns to stone
She's that kind of woman
She'll get by on her own"

Song: Heart Turns to Stone by Foreigner