A round of applause to Kristina Tonteri-Young's acting in here because I'll never get tired of watching the details of this scene
I'm certain I've seen something about this somewhere else but I can't find the post so here you have:
I want you all to appreciate the plethora of emotions on Beatrice's body language (specially her eyes) in the "We've lost Mary" scene. She starts trembling when she understands the message, the pain of the news unsettling her so much that she physically reacts to it. Then she realizes she has to tell Ava, and re-adopts her strong façade because she has to be strong for Ava, to support her.
But as soon as she sees Ava's expression (which we as a public can't see) she understands that she's safe with her. That she is allowed to break down in front of her. Ava reacts quickly, it's her who grabs Beatrice into the hug trying comfort her; trying to make her understand "it's ok, you can allow yourself to feel. I'm here".
Imagine how it might've been for Ava to see Bea trying to suppress her emotions even then, she can see her pain and the only thing she wants to do is try to tell her that she is not alone in that; so she goes to the same way Beatrice has comforted her before.
Of course Ava is hurting, too, but in that specific moment she knows exactly what Beatrice needs, which shows just how much their in tune with each other now.
Being hugged by Ava, Beatrice lets go the pain, you can see how much it breaks her.
In addition to that, once she is comforted by Ava, the realization that Mary is actually gone sets in. The sister she's been asking about for months, hoping that she might be safe somewhere, has been dead all that time. You see the shift in her eyes from pain to fear in a brief moment, the moment Beatrice realizes that another one of her sisters (her other role model after losing Shannon) is dead and she is alone now. That's when she realizes she can lost Ava, too. That's the moment that makes her think "You are the only one I have left, and I don't think I could manage to lose you, too".