Yes, it must have been very hard to film those scenes.
Years ago, I had a very hard moment at work so I know how hard it was.
I was coming to work in DC, walking up the sidewalk after getting off the subway. There was a police car sitting opposite the entrance to my building; and there was one of those foil blankets covering something on the sidewalk. I took a deep breath, went inside, and got on the elevator. Walking into my office, I saw that one of the windows was wide open. Oh dear, it was one of my co-workers. My office was on the seventh floor. Many fellow employees steeled themselves and stayed all day, others elected to take the day off. It was not a good day.