The train wreckage was apparently caused by Thor, a C4 hidden along the tracks. Thor lies ahead, knowing he's outmatched. But there is still much power left in Thor. Your ammo gone, and with the possibility that Thor may escape if you wait for the FBI, you must have a swordmatch with Thor. Everything comes down to this, and you cannot lose. You must finish what has been started, and leave Thor and all Thugs with the final payback you have waited so long for: a Gash.