Nathan didn't let go of Claire until he was certain the car was not coming at them for one last round of anything, physical or verbal, and then it would have been a race for the two to cross the parking garage to Peter, as Nathan ran instead of flew this time. Without the link, he might have flown again, but he could tell Peter was still conscious and could spare the short difference in traveling times.
He didn't even bother with spoken questions as he dropped down next to Peter, simply utilized a combination of unspoken question – You gonna be all right? - with gentle prods against the mute on the connection to find out for himself.