Lady Sigyn woke from her sleep the same day that Loki fell into the abyss of space. It was Thor beside her when she did, prompting her to ask, "Prince Thor? Where is Loki? Why does he not sit at my side?"
Thor swallowed, wondering if he should tell her everything. The truth would hurt, but not telling her would be even more harmful. So, he told her all. Every little thing. He told her how long she'd slept for, what it had done to Loki, his true parentage, his fall. Sigyn wept heavily at the news of Loki's death, and Thor feared she may now truly lose the will to live.
"My lady," he said quietly, "please do not lose hope. Loki did not. He sat by your side every day, talking to you, touching your hand, your face, your hair. He never lost hope you would return to him. He often told me so. I beg you not to leave us again."
She answered thickly, "No. No, now it is I who must carry on without him. I must wait for him to return to me. It is what he did."
"But… he is gone. He fell off the Bifrost into the Empty Space."
"He is not dead. I know it, and so do you. You can feel in your heart, as I can. I would know if he had died, for I would have died along with him. No, Loki is not dead, Thor. I know not where he has gone, but it is not there."
The prince nodded, drinking this all in. Of course, Sigyn was right… to a point. It was true that Thor did not believe his brother was died when he fell, but no one knew where the Empty Space led. Only Loki knew where he was. Even Heimdall, who saw all in the Nine Realms, could not see him now. Thor opened his mouth, wishing to keep speaking with Sigyn, but the Head Healer had gotten wind of her waking and quickly ushered Thor from the Hall.
He did not see here again until a celebration two days later. Odin set up a feast for the return of his son and crowning of his heir and to mourn the loss of his other son. Frigga wove an elaborate tale (which even she partly believed) about how losing Sigyn to her sleep drove Loki mad, causing him to believe the destruction of Jotunheim would bring her back. Meanwhile, Sigyn stood by, dressed mourning attire, a black veil covering her golden curls, a portrait of beauty and grief. Guests cast pitying looks her way until she could suffer their gazes no longer. Thor saw her duck out of the Great Hall and into the corridor. He followed her as she left the palace and made her way to the Bifrost, stopping at the broken edge, staring into the abyss. He stepped up beside her.
"You did not enjoy your celebration, my prince?" she asked quietly.
"No, I did not," he answered, "Feasts are not quite as happy without my brother by my side. I feel I am the only one who is unhappy today… except you, my lady."
"I could stand their looks of pity no longer. Everyone looked upon me as though I would fall down and die at any moment or burst into tears or tear at my hair or something equally dramatic and silly."
"They only offer me congratulations as though I had not just lost my brother. They do not even offer condolences to our mother and father, acting as if they had not just lost their son. Sigyn, I feel…" he stopped, wet his lips, continued, "I feel that you are the only one who understands my pain at his death."
The lady turned to look at him, her eyes glittering with tears, and stated very calmly, "Prince Loki is not dead. I told you that when I woke the other day."
She sighed and looked out into the Empty Space, and Thor stepped up to stand right next to her. She said, "I long for him to come back to me. I have loved him for a thousand years, and I will for a thousand more. I just want him back to love."
"You still love him as strongly as before?"
"You do not?"
"Of course I do. He is my brother. I have known and loved him my whole life. Nothing can change that."
All she said in return was, "Exactly," and Thor immediately knew what she meant. Sigyn loved Loki more deeply than anyone could imagine. Or possibly understand. A bond like that could not simply be destroyed with a few words.
"You are missing someone else in addition to your brother, I think. Your grief feels too similar to mine in this place."
He replied softly, "Yes. There is a woman on Midgard… Jane. She studies the universe, and she is very kind-hearted. She and her companions took me in when Father banished me. She… she kissed me before my return to Asgard and vowed to find me again."
"Jane must really love you."
"She does. I know it."
"Now you begin to understand me, Thor," she said with a small smile.
Yes, he thought, I suppose I do… although I wish I did not have to…
"Can you feel her here?"
"I do not know. Why?"
"Because I can feel him, his love… I can almost hear his voice…"