^^
Their message in BREAK OUT! is quite clear: "We keep the faith eternally"
They are sad, because they aren't allowed to talk to each other. They are all hurting over this situation. Yeah, they are like brothers

They have been through a lot together and they'll get through this difficult time too
I think they never thought it would be like this. They probably thought that SM would give in eventually and that everything would be the same again, except the few changes in their contract.