"They haven't realized you're missing, right?" Yelena asked Hela once she caught sight of her on an empty street. After the fake Yelena had been deployed, Hela had transported the real Yelena outside into the city. Once the fake Yelena had been sent off, Hela was to wait around until meeting the real Yelena at the agreed upon address. The address Yelena had given her happened to be the building where Loki and Natasha resided.

"Of course not. I set up my illusion, just as you said." Hela loosely tugged at her cloak, now being worn as a scarf.. While walking the city, she transformed her S.H.I.E.L.D. uniform into a more tasteful outfit she saw on display in a shop window. "So this is where he lives?" Hela asked, amazed by the size of the penthouse building.

"This isn't all theirs," Yelena reminded her. "You can transport us both up, right?"

"Of course. Just envision the interior for me."

Yelena grabbed hold of Hela's hand. "Easy enough." Closing her eyes, she could picture their living room- the grey tiled floor, the black leather couches…

"Here we are," Hela announced in a hushed voice.

Yelena stood in the exact spot shed had been shot. Looking off to the hall on the left, she recalled seeing Natasha taking her son in that direction to his room. The first door to line the hallway happened to be cracked open. She peeked inside and the toys lying on the floor were a dead giveaway. At the far end of the room was the boy's bed, where he lay fast asleep. Yelena crept towards the bed and grabbed the child as easily as she had done before. Before the boy could scream, she slapped a hand over his mouth. "Let's go!" she hissed.

Hela grabbed her arm and the three vanished into thin air. The three had soon found themselves back in a darkened alleyway.

Alexei began to put up a struggle. He kicked and attempted to bite his captor's hand.

"Now you're seeming more like mommy," Yelena commented with a smirk. "Look here, sweetie," she said icily as she pushed him up against a wall, grabbing him by the shoulders. "Scream, and I'll kill you right now!" she hissed as she saw the child open his mouth.

Alexei choked on a sob as tears streamed his face. He looked between the two women in fear.

"We don't want to hurt you," Yelena began as she lowered him to the ground. "We want to help you."

"I-I want my parents!" he cried.

"Do you think your parents will want you once they know the truth about you?"

"Wh-what?" Alexei asked, his body trembling with fear.

"Well," interrupted Hela, "You mother is the odd one out. You see, Alexei, your father and I are the same, and surely, you are just like us." She conjured up a small, gold-framed mirror and held it up for Alexei to stare at his own reflection.

"Wh-…" Alexei recognised the face as his own, but the blue skin didn't belong. As he stared into his reflection's blood-red eyes, Yelena pressed a hand to his mouth to stifle a scream.

"You have Jotun blood within you, just like your father and I," Hela explained.

"Scream and you die," Yelena reminded him as she pulled her hand away.

"Wh-what's that?" Alexei asked as he stared at Hela with teary eyes. "You are a Frost Giant. Your father never spoke of this?"

Alexei sniffed and thought back to some of the books he had read. "I-I think I read something like that."

"But your father never told you? How does that make you feel, Alexei?" Hela prodded.

Alexei bit his lip and stared at his feet.

"It hurts, doesn't it?" said Yelena. "Your own parents are lying to your face."

As much as the child didn't want to believe her, Yelena's words spoke the truth. Why wouldn't his father tell him this? He could recall a story he once read where Frost Giants were referred to as monsters. "Am I a monster?" he asked as he stared up at Hela with empty eyes.

The dark haired woman nodded sadly.

"Tell you what, Alexei." Yelena knelt down to be at eye level with the child. "If you come with me tomorrow, I'll take you somewhere that will fix you."

"What about my dad?" he wondered.

"He's going with me," Hela assured him.

"It'll be alright," Yelena lied. "You'll go to the same place your mommy went when she was a little girl."

"What was wrong with my mom?" he asked suddenly.

"She was weak. Don't you want to be strong like her?" the blonde prodded.

Alexei recalled the conversation he had with his father about how he was weak. More than anything, he wanted to be strong, just like his parents. He wanted to be brave and to fight alongside his mom and dad as an Avenger. "What do I have to do?" he asked.