'I will stay here... until you fall asleep.'
Fili made this promise to Kili the first time his baby brother suffered from a nightmare. He made his promises and he always made sure that he kept them.
No matter where they went. No matter what happened, he never let Kili down and in return, Kili never let Fili down either. The two were stronger together; threaten one, and you'll face the wraith of two. Bully Kili and Fili will come down on you like a ton of bricks.
He also never forgot his promise to their mother; 'I promise, I will always protect him. I won't let you down, Amad.'
And he never did, he always kept his promise and always protected Kili. He protected him against the world; against everything from Orcs and Wargs to mindless bullies to nightmares that rendered him afraid and anxious.
Fili's mind tended to wander often whenever they stopped for the night on their journey. He would think back to when they were dwarflings and wonder how different their lives would have been if Smaug had never come down from the north. If they had grown up in Erebor, with their mother and uncle, and if their uncle Frerin, grandfather Thrain, great grandfather Thror and their father Bili had never perished.
He would then think about their childhood in Ered Luin and the stories Thorin would tell them when they would curl up in his lap, playing with his braids and listening intently as he described the glorious halls of the kingdom under the mountain and the celebrations that would last for days on end.
When Kili would reminisce about their lives, he would find himself right back in the past, remembering how much he looked up to his brother and how he wanted to be exactly like Fili.
The two of them would often play games, where one of them would be Thorin and the other would be a goblin or an orc and they would end up making a huge mess of their uncle's bedroom, pillows would end up torn and feathers strewn across the room. Books, clothes and pieces of parchment would be thrown about, pages would be torn and sleeves ripped. They would get in so much trouble when their uncle and mother caught them, but it was worth it because they got to pretend to be their role model; Thorin Oakenshield, King under the mountain.
The two of them had an unbreakable bond, if one was lost or injured, the other would be a terror to deal with. Everyone knew that if Fili died, Kili would be inconsolable; he wouldn't last long in the world without his braver—and wiser—older brother. The same went for Fili, for he wouldn't be able to imagine living in a world that lacked the warm, childish and ever bright personality of his baby brother.
But it seemed, there was one thing that Fili couldn't protect Kili from, and that was death. Though he tried his hardest, he couldn't stop the arrows from piercing his brother's body, he didn't see the Orc coming up behind him until it was too late. He fell beside his brother, two arrows and a sword embedded in his back and he clutched Kili's right hand tightly, resting his forehead against Kili's as the two of them slowly began to fade from the world. The two of them died fighting side-by-side with Thorin; one last great stand.
That's how they were found hours after the battle ended, Fili and Kili looked like they could have been sleeping, if it wasn't for the arrows or the sword. Thorin, however, was flat on his back, his head resting on Kili's leg, his eyes were wide open, staring unseeing up at the grey sky with a sword buried deep within his stomach and a handful of arrows in his thighs and chest.
When the three heirs of Durin were carried away from the battlefield, cries of agony from the company filled the air, and no songs were sung that night, no celebrations were had for they had lost a great number of dwarves in battle.
Thorin, Fili and Kili were cleaned of the blood and the weapons that ended their lives were removed before their clothes were changed and their hair and beards re-braided.
In the end, Fili never forgot his promises, he stayed with Kili to the end. He stayed until Kili had fallen asleep, even though it meant he would never wake again. He kept his promise to their Amad; he protected Kili the best he could.
And all three were buried with honour.