Levi will offer his condolences (more like a grumbled "I'm sorry", but it's the thought that counts). It sounds bad, actually, and they should probably inform the leaders about this as soon as possible...

Anyway, he will pick the lock. Since Virion is tall, Eren will be the one to help him walk (I'm picturing the arm-over-shoulders thing where he can be pretty much be dragged along if needed but maintains more dignity than outright being carried), while Levi takes point and guards them in case there's any other attacks on the way back.

Assuming they hear from Reiner again around this time, they'll skip on checking out the other door (alas!) and head for the exit.