THE DOGHOUSE. It is a metaphorical place where guys are when their girlfriends are mad at them. That was where Alec was for the last few days since the fire at the call center with May. After Bobby was checked out at the hospital and cleared, he learned from another firefighter about what Alec did during the fire.
The firefighter saw Alec hugging May and realized Alec must have known Bobby, so he told him what happened. In turn, Bobby told May about Alec running into the fire to try and save her. So, May put Alec in the doghouse, preventing him from seeing his girlfriend.
Since Alec wasn't allowed to see May, he couldn't be there for her when she went to Claudette's funeral. The older woman had died on her way from the hospital after the fire. But it turns out Jonah, the paramedic tasked with transporting her, was trying to relive his childhood when he was considered a hero after saving someone. In doing so, he risked people's lives trying to be a hero and also killing a few in the process.
Learning all that was rough for Alec, as he didn't learn it from May but from Roxy. Alec appreciated Roxy updating him on everything but wished it had been from May. He understood why May was mad at him, and she had every right to be with what he did. It was stupid of Alec to run back into a burning building, but for May, he'd do it again if it meant saving her.
But Alec had had enough of not talking or seeing his girlfriend. He knew he had to apologize to her for his stupid decision that day. So there he was outside her and Roxy's apartment, nervous as ever, waiting to knock. The door opened as Alec was about to knock, revealing Roxy with Jeremiah behind her.
