Steve has /just/ lost Bucky officially, no amounts of his efforts will actually be able to bring him back this time, the man is officially 'lost' in time you could say, an old man without his best friend, and without the woman he had loved so dearly, he's had the fallout with tony, and they both still have so much tension, the avengers have become disbanded, and it could literally not become any worse.
Thor has everything in just pretty much a day, has failed to protect Asgard, and his biggest failure becoming that of not being able to stop Thanos.
Both feel deep mounts of regret, grief, weakness, and many more negative impacting feelings that throw them in a loop of just being thrashed.
Both are truly unable to really become 'numb' to their failures & griefs, as basic alcohol doesn't really effect them.
What's in store for them? who knows, the only thing they can do is stay in the present time & acknowledge how the world itself really is now, a much more cold, merciless place that has suffered long and hard.
t/s to where they both meet at the Avengers base, the place is cold, dark, a huge amount of emptiness is clearly felt, everyone has disbanded once more but those two still desire some sort of connection, nothing more can really be 'lost', and the only thing that is left is the avengers itself, even if the team has become worn and torn, remnants of better memories still lay there.
They're both messes, a fact that anyone can acknowledge if they were to study Thor & Steve long enough, and though they're both messes they decide to stick together to help heal the wounds of one another.
An Asgardian king, and some kid from Brooklyn.