The scream was quite jarring. Loki had hoped she would have kept going, he would have figured his own way out of this, then figured out how to get the arrow out, then checked on her regardless of where she would have gone. He'd tracked animals in the snow while hunting... he could certainly find a displaced woman. But for the moment all he had been able to do was whine and whimper and try to decide what to do next. Running was pretty much out of the question and just as he had been about to silently tell her to not stop and keep moving... she screamed. And started throwing rocks.
Alright, that would buy him some time, even if she was daft to try to take on the jotun on her own. He was no good to her now. He could maybe drag himself to a bit of shrubbery and hide, since keeping up his shape-change was becoming increasingly difficult with the blood and the sheer amount of pain he was in. Loki had managed to pull himself up on three legs, letting the leg with the arrow in it hang as motionless as possible, and was about to head off to where there was some undergrowth he could hide in provided he didn't leave too much of a trail when he heard Sigyn screaming again.
It was different than an angry, frustrated scream. She had completely lost her shit. It was... it was a berserker rage. Loki stared and all his whimpering and whining stopped. He had no idea how to handle this. But he knew one thing from true Berserkers... blind rage was dangerous for everyone involved. It was best he move off and maybe find her later after he was no longer bleeding like a stuck pig and in so much pain he considered passing out. After she had calmed down.
So, he limped off as best he could, completely unable to stop the whimpering and whining each time the wounded leg shifted and caused the arrow to jab at his muscle. He didn't even care if he was leaving a drip trail, Loki decided the best thing to do was to get back to his camp and figure out how to get the fucking arrow out. Then probably cauterize the damn wound. But first, get back to camp.
Thankfully it wasn't that far away.
Limping into camp he collapsed in front of the circle of rocks he had made many trips ago for the fires he had when he stayed here. There was a pile of sticks and logs nearby and his travel pack, right where he'd left it before he went hunting. He laid there for quite a while before leaning up and trying to bite at the arrow to dislodge it. All he managed to do was leave teeth marks on the wood.
Then Loki realized that he couldn't hold the shape-change anymore, he was too tired and in too much pain. Laying in the snow the shift faded and suddenly his figure was his own again. Which somehow made the pain worse. So out of focus he was that the illusion he normally kept up to keep the scars around his mouth from showing fell. He simply couldn't care.
Stupidly, though what other option did he have, he reached down and grabbed a hold of the arrow's shaft, just below the fletching, and tried to tug it out. There was no hope of pushing it through cleanly, there was too much muscle and eventually bone in the way, it was going to have to come out the way it came. Everything went white hot again and Loki saw nothing but white. Not the rocks, not the snow, not the wood, not the trees... just white. His breath started to draw in sharply, but it stalled. The pain was too much, but he couldn't stop. The fucking thing had to come out.
Crack. Snap.
The shaft of the arrow snapped in half and all Loki could do when the world came back into his vision was curse loudly, “FUCK!” With part of the shaft still in his hand, he collapsed back against the snow and tried not to pass out.