When the gang finally arrives at Insomnia after Noctis came back, they find a pair of daggers on the floor. They were vaguely familiar, like the ones Prompto's lover used to have...wait. they ARE Nyx daggers. (You can actually find his weapon in the game on the floor of Insomnia). Cue pain-filled Prompto taking them sadly , and worried friends asking if he is okay.

+He can be in a relationship with any other bro now, and Promnyx was in the past, but the memory of Nyx is still painful
++ Him breaking down when he sees Nyx corpse, clutching the daggers closer to him
+++Promnyx is a crack ship that deserves more love