"I'm fine," Sherlock tried to compose himself again. There was no way that he was going to admit to something so weak as being terrified. Moriarty had tortured him when he first captured him. He hadn't really told Lestrade much of what happened.
He didn't want to talk about it. He also wasn't sure he could. 
The detective was clearly still scared. He was shiver still.

When he had stopped shaking as much. He looked at him. The fear still in his eyes "Alright, " He said. He wanted to just go and have a bath. "I just want a bath." he hoped that he would be feeling himself soon.
He didn't want to admit his mental state wasn't ok. He was crying when he was in the bath. He didn't want Lestrade to know.

Sherlock was hardly ever phased by anything Moriarty or anybody else did. But even when he was scared he never showed it or admited it. This was the first time he had broken down in fear. Though he still tried to hide it and act like nothing had happened.
The tears were dripping down his face.
"L..Lestrade." he whispered when he was done. His eyes were red from crying.