I. DENIAL
Loki was not dead.
This Thor knew for a fact. Sure, he had watched him die, had seen the light go out of his eyes, had seen his body be moved around, had seen that look of finality in his pale orbs before muttering one final apology. Sure, the weapon that was fired had been aimed at his heart, and left a red hole shaped wound on his brother's chest, something that nobody could come back from. People said they were sorry, that they would arrange a funeral.
But Loki was not dead. He never was. Loki was too sneaky and intelligent to go out like that, dead because of some super powered Titan with a glove that could reshape reality. Other people died when facing a foe such as that, but not Loki. He was too smart for that, he always had different plans to avoid getting hurt.
Right now, the most logical and most intelligent course of action was to make Thanos think that he was dead. That way, he wouldn't after him for failing his mission from so long ago, and wouldn't use anybody he loved to hurt him. If everybody thought Loki was dead, then he was dead, and those surrounding him were safe from retaliation. A smart, utterly Loki-ish move.
Thor was proud.
For a while after their defeat, he looked everywhere, trying to find clues as to where Loki was. Every time someone behaved uncharacteristically he thought that maybe that was his brother. He looked at the people on the street, he went to the places with his favourite food. Anyone or anything could be Loki, transformed as something else, waiting to give him a surprise. And he'd been “dead” long enough, it really was about time that he came out of hiding.
He asked Heimdall, but Heimdall couldn't see him. That was ok, it wasn't the first time Loki had hid himself from their allwatcher gaze. He asked Wanda to find him with locating spells, but she couldn't find anything. Of course, if Loki was hiding he wouldn't do it in a way that was so easily undone.
Wherever he was, he was smarter that everyone else.
II.ANGER
A myriad of necromancers gathered at the call of the god of thunder, and not one of them could do anything of use. They were absolutely useless, and failed miserably, and were thrown across the walls by the god of thunder.
“We'd need the body... in a decent condition...”
“YOU THINK THAT IF HIS BODY WAS IN A GOOD CONDITION I WOULD NEED YOUR SERVICES?”
Nobody could talk to Thor anymore, much less about the subject of Loki. Everytime his brother was brought up thunder could be heard in the distance, and there was a wild look in his eye. It hurt, his absence, it hurt too much. It had been long enough, and he wanted him back.
It also hurt that although he was supposed to be dead, no one was mourning him. No one had felt the loss it really was, no one put flowers in his name, no one wrote an eulogy. Some people went as far as saying things like “good riddance”, or “silver lining, you know, the one good thing that came out of Thanos' invasion” and then Thor couldn't hold in his anger and destroyed something.
Entire buildings had come down because Thor missed his brother, and because he needed him by his side. Because it hurt too much. That nobody had seen him leave safety to help Asgard, that nobody knew of his heroism, of his change of heart. That Loki's memory was reduced to some grandiloquent lines in New York and Germany. When he had been so much more.
“Aren't you at least a bit glad that he can't betray you anymore?”
Thor's eyes were filled with lightning.
“My brother was an incredible man who gave his life trying to protect us. Speak one such more word about him and I may not be able to control the lightning strike that shall smite you.”
He knew that maybe he was being excessive, that it wasn't their fault Loki was gone, but Thor didn't care.
He was angry.
III.BARGAINING
Strange didn't really know how to say no to a god's pleading baby blue eyes. It was a bit too much.
“I know you have time travelled before, friend Strange, and you can do it again, I'm certain, you are...exceedingly... brilliant. I just need to go back to that day and bring him back, not let him get hit.”
“Thor....”
“I know you don't think that Loki's that important, but he is, to me... and I... I will do whatever it takes in return.”
“Thor, I....”
“I'll shorten my own life, if I must, gladly, I will get you anything you need. Do you wish to be immortal? I could find a way....”
“Thor! Even I could, which I'm not saying that I am, I wouldn't do it. It would risk our victory, it would change everything. More people would die, maybe if Loki was still alive now we'd be enslaved by Thanos... We can't risk changing the past like that... I'm sorry.”
“Not to worry. I'll just have to ask all the other sorcerer on Earth, and elsewhere. Someone will help me, you'll see. Someone will bring him back.”
IV.DEPRESSION
Loki was (probably) dead and he hadn't been able to protect him. Thor was his older brother, his mentor, his protector. Loki had looked up to him, followed him, loved him and Thor had let him down.
He belittled Loki, took him for granted, mocked his interests and constantly put him in the path of danger. Always risked his health, and just laughed and called him weak when he got hurt. Thor had had so much to make up for, so much affection to show, and he'd only been adept at pretending he was better than the rest of them, than his brilliant and terribly unappreciated little brother.
“I failed you.”
He had no home, he had no lover, he had no parents. But all of that would have been tolerable somehow if he still had Loki by his side. He would build a new home and create a new Asgard, and face whatever challenges appeared before him with strength and wisdom. And somebody with a bit of mischief by his side.
Odin and Frigga hadn't hurt as much as this: they'd lived for very long, they'd told their stories, they were old enough to have lived millions of days, millions of great stories. But Loki... Loki was young, and troubled, and had just started to feel comfortable in his own skin. He had so much more to give, so much more to live. He could have been one of the universe's greatest heroes, or one of its greatest villains, or both.
He should have been.
But Thor hadn't protected him properly, and now he was crying, because he missed him, and he wanted him back. Desperately.
Memories haunted him, of shared smiles, of pranks, of overdramatic gestures. Life without Loki lacked spark, brightness, life. It was dull and dark, as were the rest of their victories. Empty.
“I just want you back”
He whispered, holding a photo of the two of them that was getting stained by tears.
The tears didn't stop.
V.ACCEPTANCE
It never came.
Thor never accepted that Loki was gone. To anyone that asked, he was just hiding, probably in Sakaar (where he never went for fear of not finding him there) and having some cocktails.
Loki was not dead, just hiding.
The others didn't contradict him, but there was a small number of people who had begun a “remember Loki” movement, when it transpired how heroic his last days had been. The world kept spinning, occasionally Thor went in another of his “let's find Loki” phases.
He was still gone.
Years passed.
+1
“Sorry I'm so late, brother. Valhalla is a very difficult place to get out of.”
And, suddenly, everything was right in the universe again.