On January 17 2006, Madonna began filming the video for Sorry in London. The music video was directed by Jamie King.
Sorry was promoted as the second single from Confessions On A Dance Floor. The #1 dance/club hit was written and produced by Madonna and Stuart Price.
Today In Madonna History 
No wonder Madonna is sad and scared in that picture! Sorry is a shattered portrait of a woman scorned and this song should cross paths with the following Madonna songs-Till Death Do Us Part from Like a Prayer, Candy Perfume Girl from Ray of Light, Falling Free from MDNA and Heartbreak City from Rebel Heart-Madonna is mad as heck and will not take it anymore! As she cried recently-“I’ve been heartbroken all of my life!”
I thought that first photo was from the GMAYL set?