He didn't hear her approach. All Loki could hear was the thumping sound of his pulse as the blood rushed through his body and to the wound. It hurt. He wasn't sure if it was the worst pain he'd ever experienced, there wasn't exactly much chance of thinking on past injuries while he was currently still bleeding. Though, while the sewing of his mouth hurt pretty bad, this seemed worse. This was in the muscle.
He could not remember if birthing Sleipnir had hurt more than this and frankly, the idea of trying to actively recall what it was like to foal a baby with eight legs... which had meant eight hooves...
Then he heard the voice. Her voice. Loki didn't want to open his eyes. While there was a part of him was grateful that she was alright and had apparently handled the jotun just fine in her rage, a larger portion of him was ashamed that she'd found him this way -bare and hurt. That and now there was no question as to whether or not he could shape-change. Not that it was really questionable before for those who were present for the whole walls of Asgard incident. Or the rescuing Idun, thing. Or any other of a number of events.
Yeah. Regardless, he was laying in the snow naked and terribly hurt. So his eyes opened and he moved his head to get a better look at her. “Oh, ha, ha.” Loki replied dryly. He would have gone further, but he realized suddenly that he wasn't just naked... regardless that the angle of his leg hid him to an extent, his genitals were still bare to the world and while Sigyn may not have been intimately acquainted with men, she probably still understood what was what and Loki didn't particularly think she needed to get a complete eyeful of his business if she hadn't already. So his hand dropped the broken arrow in the snow and went instead to try to cover himself as much as he could.
“There's a blanket rolled up in my pack, which is somewhere behind me.” He hoped she would go get it. He wasn't cold, but this would probably be easier if he wasn't worried about embarrassing her.
Loki closed his eyes again and laid his head back against the snow. He was going to have to figure out what happened to his clothes and knife he had tucked in his belt. Usually it was easy to summon clothes back on his person, bur rather like the shift itself, it required a great deal of energy and focus. Both of which he was running low on at the moment. They were probably in the woods somewhere. He'd have to retrieve them later...
A thought struck him then. If his clothes were maybe out in the woods were the jotun could find them, would they then find them. Without opening eyes, he asked, “Sig, you don't think you were followed do you? I'm rather useless at the moment, if you were.”