This came about because of how completely and utterly traumatized I was by the end of the last episode. I screamed and cried and refused to believe what had happened. I still cry whenever someone brings it up, or if I see something related to that scene online. So, I ended up writing this as a form of self-therapy. If this doesn't help, then I'll talk to my therapist about it.
Disclaimer: If it were mine, this is how things would have gone.
"BRAN!"
The young boy blinked. No, the young man blinked, and suddenly, the scenery changed. No-longer was he at Winterfell. No-longer was there a scene of preparation around him, his Father and uncles' boyhood selves getting ready to depart for the Eyrie. No-longer was he in the past, but once more in the present. The world changes from the cold of home to the icy chill of terror. He is being carried, he is moving, and there is utter chaos around him.
"Bran?!" Meera is beside him. She is running, as Hodor drags the sled. The giant of a man barely seems phased by the fact that Bran had just warged out of his mind. He is, thankfully, focused on what must be done. "Oh, thank the Gods," she half moans, half whimpers. Meera sounds relieved. She is doubly so when they escape into the icy tundra, leaving the wights and White Walkers behind in an inferno.
Bran cannot say if he is relieved, in truth. He is, perhaps, even a bit resentful. After all, he had never wanted to leave the world of the past, of his visions, where everything is alright and everyone is alive and his family isn't fractured and scattered all across the world of Westeros and beyond. But, he also cannot shake the feeling that, if he had not returned…
Something far worse would have happened – something that would have shattered his already broken heart.