Based on the 13 episode anime. I haven't gotten far enough in the manga to start writing for that canon.
Those damn dreams just wouldn't stop, the ones about her uncle. Some nights she stumbled into the basement, and the vampire wasn't there. Or they killed him too. Usually she could wake herself up before ...before the end of the dream. The nights when she couldn't were the worst. Watching Hellsing suffer and fail under her uncle's lead was horrible.
Tonight was one of those nights.
Integra Hellsing sat up in her bed, pulling the blankets up around her as she shivered. Walter wasn't in the mansion tonight. She still hated the fact that he wouldn't let her out in the field yet. Alucard was here, though. Tonight's mission hadn't been deemed serious enough to send the vampire.
Her slippers and robe made soft swishing noises as she made her way to the basement. She just couldn't sleep after one of those dreams. When she opened the door to the vampire's room, he was already up, sitting at the table and busily cleaning his gun.
He glanced up in surprise. "Master, you should be sleeping."
Integra shuffled forward awkwardly, until she was standing right in front of him. "I can't sleep. It's that stupid dream again." Stupid of her to be scared of a dream, she was a Hellsing. She shouldn't be afraid of anything.
Alucard set the gun down, watching his young master, waiting for an explanation. It never came though, as the girl climbed into his lap, wrapping her arms around his shoulders and shivering. This wasn't something he had expected from the leader of Hellsing, from his master. But. Integra was young. So he held his master until she finally fell asleep.