I know I must have posted something about this back in the day when it was first broadcast, but it really strikes me, always, the way this exit scene was shot. Particularly the way the inside of the house is lit when Sherlock leaves. The way the light is inside the building, how warm it is, seems very purposeful, compared to the cold, blueish colour grading of the outside.
Especially considering how NOT yellow and warm the actual inside of the house was.
Very light snow, Sherlock's breath in the cold, tightening his coat around himself to fight off the chill. He's leaving behind the potential of a warm and welcoming place to stay (namely Molly, perfectly framed within this rectangle of golden light) to face the cold, hard concrete streets alone.
And she follows closely, watching him go, knowing she can't have him. With wistful music in the background.
This set up and the scene preceding it screaaaams missed chances. I love it. I love this show. I love these two. I miss them.