Valkyrie and Thor
Thor didn't know about Asgardia. He felt separated from ruling Asgard. He wasn't sure what to do about this whole situation, and felt that his brother would be the better choice when it came to counsel. Thor wasn't even sure what sort of advice would be best for her right now.
But he could help her. He could get her to safety, get her healed. He wasn't much of a combat medic, but he knew a thing or two.
"Your chambers. Aye, your Majesty." He scooped her into his arms and held her close against his chest. Then he started off down the hall at a jog.