Merlin looks most heartbroken in the last one like he is just done. It's really sad because Arthur is the last person Merlin has in life and he dies and all Merlin can do is cry and think of all the times he and Arthur had
This was definitley the second worst moment of Merlin. (The first was seeing Arthur die.) This scene is so heartbreaking and beautiful at the same time - you just see how much Merlin cares for Arthur and it's just so.