At the ninth hour Jesus cried out with a loud voice, ELOI, ELOI, LAMA SABACHTHANI? which is translated, MY GOD, MY GOD, WHY HAVE YOU FORSAKEN ME?
The Lord walked in a continual communion with His Father. He, being God, yet living as a man, dwelt continually with God who is the Father, forever holy, forever Divine. The Lord said He was never alone, for He always did what pleased the Father (John 8:29); He and His Father were one (John 17:11). That is, up until the end.
Jesus said that where He went, we could not follow. Upon the cross, He became a curse for us, and the Father looked away, departed from Him, not for His own sins, but for ours. And, in this place, forsake, Jesus cried out. We know Jesus was forsaken on the cross, because He cried out that He was. This is a place that we never need to tread.