"How is it that you know him, lady?" That came first and foremost. What her connection to his brother might be, why it is she find herself invested. For she does seem at least somewhat invested. Perhaps she was an associate? A friend?

It seemed a strange thing to consider, a stranger thing to worry over. Even left like this as he was he could not ignore his instinct to protect Loki from others, even from himself. Even though he was hardly in a position to do much protecting of anything or anyone at the moment. Or. Ever when it came to his younger brother.