Leo looked at her, his eyes scanned there surroundings , once he was sure the shooter was gone he got Helena up onto her feet. He said nothing as he lead them back to her house, he didn't know what to say it was his job to protect her, but also he knew she wanted to yell at him for risking his own life for hers. 

He sat her down in a chair, he kept his gun on him at all times. It was the safest way to keep Helena safe. He her arm the kneeled down in front of her. "Helena your safe no one will touch you or harm you while I'm around alright?" He looked into her eyes, all his hardships showing in his eyes as he met hers.