Maybe Sasha was feeling the full brunt her wounds, but Nico wasn't, and he was counting on a mixture of adrenaline, shock, and downright force of will to get him through this before his raging headache really kicked in.
"The cars aren't that far," he assured her, trying to somehow sound authoritative enough to keep her moving and reassuring enough to keep her calm. He wasn't entirely sure if he pulled it off, but hell if he had time to think over it. He let her drape his arm over her, but was conscious of that bullet wound she'd managed to obtain- he made a mental note that he was going to have everyone's head at Railroad for that- and only let it rest lightly.
"Put your shields back up if you can," he insisted, tugging her forward as he hurried for the treeline.