Steve usually woke up when the others did. Between the enhanced senses and his general lack of need for deep sleep any sound or movement was usually enough to bring him out. But he usually just liked to let them be. They were all a little sensitive when coming out of the nightmares, himself included, and most of the time the last thing any of them wanted was extra attention. So he either feigned sleep or let himself fall back asleep until they came back to bed and he could wrap himself around them again.
But when Bucky didn't come back and he realized that he wouldn't be sleeping again, at least anytime soon, he decided to join him. He paused a moment to make sure Peggy was wrapped in the blankets and typed up a message on his phone, propping it up on her side table so she'd see it when she got up.
We're alright, will get the kids breakfast. Sleep in if you like.
He followed the whispers down stairs to meet Bucky, making sure he made just enough noise not to surprise the other man before came up behind him, pressing to his back and wrapping an arm low around his hips. "Morning."