I'm not sure as well, But I think it's that Allen died, and Lavi is left grieving (shocked about) his death since Lavi developed feelings for Allen as well (like <3 ?).
If u see the actual anime for d gray man, you'll see that when they arrived in china, Allen disappears after battling a Noah but is still alive at the Asia branch. I think Lavi and lenalee were the ones who found Allen's splash of blood that was on the ground
hmm? i don't get it....