Mycroft blowing things up? Episode 2:1 Step Nine. At the very end, when the brothers reach their "rapprochement" (in the words of Sherlock), by Mycroft giving a little speech and then destroying the last of Sherlock's possessions as an act of revenge before forgiving his brother for all transgressions up to that…

Sympathy: Feeling sorry for another's pain.
Empathy: Understanding and experiencing another's pain
Compassion: Feeling compelled to DO something about another's pain. (Offer a hug, solve the case, etc.)