What could she say? Yes, he was that important to her. And it was stupid and it was selfish and it was her being a coward, she knew all of that. But in this scary new place, where he was her only connection, Alex wasn't prepared to let that go. What happened to ghosts if they had no connections anyway? Did they still exist? Or just drift away?
But oh yes, she understood. Understood the fear, understood why Snow had wanted Hal back, why Hal had been so determined to be chained up, why Cutler had gone to such sadistic lengths to impress his former idol. She had seen it and she was terrified of it, but that still wasn't enough to push her over into doing anything about it.
Anything other than wrapping her arms around him and pulling him closer to her, letting him use her to shield himself from the people around them. Murmured comments that it was going to be okay, somehow it all would be alright, that she wasn't going anywhere, that they were going to get through it together. Most people would have probably flinched at a black eyed vampire burying their faces against their shoulders, but hey, she was already dead anyway.
Since her appearance in Lawrence, Alex had poked around a few of the buildings, trying to figure out where she was and where was safe, and she knew the place across the street was deserted. It would have to do for the moment, since she had no clue where Hal actually lived anyway. So she tightened her arms around him, and concentrated a moment, teleporting them both into the abandoned space. Away from humans. Still, she didn't let go of him, just loosened her hold a little bit. "Okay, no one else is around now. Not sure where we are, but we're alone."