You could hear sobs coming from the training dojo which was unusual since there was no training today.

When you went over to the dojo, you looked in there, you could see Master Leonardo sobbing in front of ofrenda for his brothers, Raphael and Donatello.

You could see their shells hung up on the wall, and hear him muttering things between his sobs "I should've just follwed your plan and none of this would've happened.." he muttered. Referring to when he lost the key.