Arsenal's quest for a first UEFA Champions League title remains unfulfilled after PSG prevailed in a thrilling final that required a penalty shootout to determine the winner in Budapest, Thursday. While PSG successfully retained the trophy, Arsenal goalkeeper David Raya made the French side work hard for their victory.David Raya looks dejected after losing the penalty shoot out. (REUTERS)The Spanish goalkeeper produced a series of crucial saves during regulation time and the ensuing 30 minutes of extra time, with PSG's only goal coming from an Ousmane Dembélé penalty.He also made an important save in the shootout after Arsenal had fallen behind by missing their second spot kick, briefly giving the Gunners hope of a comeback.A photo that later appeared to show David Raya inside Arsenal's dugout, surrounded by coaching staff and teammates, seemingly receiving instructions or discussing strategy moments before the penalty shootout got underway.Kepa's last-minute advice to RayaArsenal's second-choice goalkeeper, Kepa Arrizabalaga, can be seen standing alongside his fellow countryman in the image, seemingly offering some last-minute advice ahead of the penalty shootout.An Arsenal-focused X account, Arsenal News Channel, shared a screenshot from the live broadcast showing the interaction and captioned it: “Kepa is giving advice to David Raya ahead of the penalty shootout between #Arsenal and PSG.”In another post, they wrote, “#Arsenal GK David Raya is going through his notes ahead of the penalty shoot out. The best goalkeeper in the world is ready.”Also read: PSG outclass Arsenal on penalties to win Champions League for second year in a rowAlthough the 30-year-old was ultimately unable to help Arsenal lift the trophy, his save from Nuno Mendes on PSG's third penalty proved crucial, bringing the Gunners level in the shootout.Shootout failures deny Arsenal gloryHad Gabriel Magalhães converted Arsenal's final spot kick, the contest could have extended into sudden death.Notably, Raya was the only goalkeeper to record a save during the penalty shootout. Arsenal's two unsuccessful spot kicks were not denied by PSG goalkeeper Matvei Safonov; instead, the Gunners squandered both chances by sending their efforts off target.The first miss came from Eberechi Eze, who appeared to wait for Matvei Safonov to commit before taking his penalty. However, with the PSG goalkeeper holding his ground, Eze ultimately dragged his effort wide of the left post.Also read: Champions League prize money: How much will Arsenal, PSG make after win today? Key purse detailsThe second and ultimately decisive miss came from Arsenal defender Gabriel Magalhães, whose penalty sailed over the crossbar and into the stands, ending the Gunners' hopes and sealing PSG's victory in the shootout.Raya's record season ends painfullyA visibly devastated David Raya was seen overcome with emotion on the pitch. Fellow goalkeeper Kepa Arrizabalaga later embraced and consoled him, offering support.The defeat was undoubtedly a painful one for the Arsenal goalkeeper who had matched the all-time record for most clean sheets in a single season, registering 19 shutouts, only to see his dream of lifting Europe's most prestigious club trophy slip away in the final.