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I feel like all of them would kind of have the same reaction.
They would be angry. SO angry. How dare they shoot you, someone who had absolutely nothing to do with the whole scene? Someone so precious? Nice and sweet? Smart ... beautiful. The love of their lives.
They would do anything to get you out of there. Maybe there was still hope, you never know. They'd hold you close, talk to you, trying to have you keep your eyes open. They loved you so much, this couldn't be happening. Not like this. They still had so many plans with you, wanted to grow old, have babies and more. Losing you was like losing a part of themselves. All the brothers were shocked by this, not only your love. You were family and they just lost one important piece.
Then, it would be denial. No you're not dead. There's still hope. You just need to breathe, they needed to stop the bleeding and everything would be fine again. You'd be holding hands with them again, kissing them, hugging them. They wouldn't accept the fact that you were gone. They might even take your body back to the lair, to hold you close, to just be with you.
Even Splitter couldn't get them to stop. They needed to bury you, but they wouldn't let go. It took a very long time before he accepted it.
Leo would be meditating and working out even more than usual. Not eating or sleeping for a while, just straight up missing you.
Raph would be a mess. He'd punch every single thing he found: his brothers, the wall, the punching bag. He didn't care. He just wanted you back.
Donnie would try to get his mind off of everything. Maybe a new invention, a new experiment. But whatever he did, he only saw your face.
Mikey would be constantly crying. He loved you so much, more than he has ever loved anyone or anything. Losing his angel cakes was the hardest thing ever. He felt like he could never be happy again.
They would hate the police. Wouldn't trust them anymore. Aren't they supposed to keep people save? Watch out for the bad guys and kill them instead of the good people? They would keep on associating them with your death and whenever they saw a cop they'd either run away or get frustrated at the fact they can't hit him. The brothers would usually chose ways (if they're on patrol for example) that didn't involve walking by the police station.
