He hasn't failed her; maybe it's just a byproduct of the two of them being here out of everyone, being here instead of there, but it doesn't matter. This is what is, so she can say with confidence: he has not failed her.
But she also knows she's safe for him in a way the other three aren't, just like he is for her. So, start there: what comes to mind for him that he's most worried about?
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He hasn't failed her; maybe it's just a byproduct of the two of them being here out of everyone, being here instead of there, but it doesn't matter. This is what is, so she can say with confidence: he has not failed her.
But she also knows she's safe for him in a way the other three aren't, just like he is for her. So, start there: what comes to mind for him that he's most worried about?