Greg was shocked at suddenly seeing Sherlock shaking, with his ehad lowered and holding onto his knees. It took a moment for him to realize that he looked terrified. He hadn't thought much about what had happened the day before. Sherlock always acted as if nothing fazed him, so this time as well, Lestrade hadn't taken into consideration that it actually might have. After all, if Moriarty wasn't able to scare Sherlock, then who was?
"Sherlock?" he inquired softly, slowly reaching out to lightly touch the other mans shoulder. He had the sudden urge to hug him tightly, but he guessed that wouldn't be a welcome action. "Sherlock, it's alright. You're home. You're safe with me." he tried to calm the detective down, feeling a little helpless, because he had never been someone too terribly good with that kind of thing and Sherlock was just... well Sherlock. "I'm not going anywhere, okay?"
He slid a little closer. "Let's get you into the bath, shall we?" he asked him, waiting to get permission to help him up.