Zorro has a reddish rose in his hand, right in front of your door. Diego knows very well that what he is doing is risky: you are now married, to someone other than him. But, it's just a rose, a simple gesture for everything you've given to him, which is a lot.
Diego tried to warn you about the things that would happen if you discovered his identity as El Zorro. Still, when you knew how dangerous it was, you walked away. He politely accepted that, but without your presence Diego de la Vega feels stuck.
You open the door and there he is, in his Zorro suit, hat and mask, with a rose in his hand while his horse, Tornado, is behind him waiting for him. "Hey," he says softly, it's almost dusk and he's standing there in front of you, his eyes fixed on the beautiful diamond ring on your ring finger. Painful.