He has a new nightmare, now, since that parallel world full of Cybermen and upgrading and that horrendous factory inside a power station with its chimneys belching out fœtid smoke from all the "incompatibles" that had been slaughtered. He dreams of that, enough of a nightmare in itself, and he – who is King of the nightmares, after all, he has so many of them – can cope with that, bad enough as it is. He's seen worse.

But then the nightmare changes, and it's something else; cold, and horrible, and something that makes him simply want to scream in terror. He's back in that power station, back with Mrs. Moore, back with that Cyberman with the broken emotional inhibitor. The same, but this time different. And it's so scarily plausible that it terrifies him. What if it had happened to her? He'd promised her mum he'd keep her safe; he couldn't have gone back to Jackie and told her that her daughter had been made into one of these metal machines. He couldn't have, it would have killed her.

"Why am I cold?"
"Oh, my God. It's alive. It can feel."
"We broke the inhibitor."

As he had done in reality, his dream self leans over the Cyberman and touches its head. "I'm sorry," he says, meaning it whole-heartedly for once. "I'm so sorry."

"Why so cold?"
"Can you remember your name?"

And this is where the reality twists away, into something more menacing. He knows she's OK, he's seen her survive it, get home to hug her mother. Rationally, he knows this can't be her. But the dream continues inexorably.

"Rose. Rose Tyler."
"You're a woman." Mrs. Moore's speaking; he is stunned. Horrified, frozen; beyond speech.

How could he have been so stupid to let her follow Pete Tyler into the jaws of hell without so much as a murmur of dissent? How could he have let her out of his sight? When he'd yelled at Mickey about gingerbread houses he'd never dreamed that it would end like this, but he should have foreseen it, should have pulled rank and refused to let Rose go anywhere without him. Rose, his Rose, worse than dead and as usual it was all his fault.

"Oh, no. No, no, no, no, no!" The words, sounding harsh and remarkably like sobs, are torn from him; forced out past the huge lump in his throat. Mrs. Moore looks at him, confused; the sight of him makes her blanch. He looks so old, suddenly, and the expression in his eyes brings tears to hers. He knows her. Oh, God – the realisation hits her.

"Doctor, where are you?" If there was any doubt, Mrs. Moore's face said, then this settled it.

"I'm here, Rose." The Doctor's voice is soft and tender, meant for Rose's ears only, and Mrs. Moore flinches from it as she realises what Rose is to him.

"I'll be in so much trouble. 'Don't wander off', he's always saying to me. I didn't mean to. I'm sorry."

Mrs. Moore looks across at The Doctor and sees the tears streaming down his face, the agony in his eyes.

"Oh, Rose; it's all right. You'll not be in trouble." Mrs. Moore again; he can't trust himself to speak.

"I'm cold. I'm so cold." He's holding her now, openly crying, and he doesn't care what it looks like or what Mrs. Moore thinks of him; what matters any more, anyway, now that his Rose is dead? He knows what has to be done, what he would have wanted if this had been him, but a part of his mind is screaming for him not to do it.

"I'm sorry." He's babbling incoherently now, the pain so strong he can't stand it any more. He loves her, and she's dying. And I never told you I loved you, I never said; God, Rose, I'm so, so sorry. "I'm so sorry; you sleep now, darling. Just go to sleep."

He points the sonic screwdriver just inside her suit; the blue light fades slowly and then winks out.

And The Doctor wakes, gasping for breath.