[He shakes his head because no, he's not physically hurt. That didn't happen this time. Spike saved him. Someone actually came. It's an overwhelming feeling, one that cuts through all the terror still surging through him and lets him feel like he can finally catch his breath. He doesn't feel safe yet or anything remotely close to alright but he no longer looks like he's about to collapse.]
No, he didn't hurt me. He was going to but then you came.