First of all, I can't imagine how hard it must've been for Alex to try to solve a case pretty much like his. It's like he was reliving his experience and I think that his determination to find the missing daughter could bring him a little peace to his tragedy.
I like how all the team supported Alex. And they didn't even mess with him when he was about to lose it. They were understanding. Still he shared his thoughts and his real reason to leave the force with Grace, but at least he talked about it.
Poor John Doe. Sometimes life can be pretty hard. In this case a person tries to save a life and ends up being killed, it's so unfair. At least the little girl was saved in the end.
The last scene was sad. Sad because we realize how a tragedy separates two people who loved each other instead of staying together and go through it. How painful.