What just happened was the collective thought of all the paladins.

Then each of their minds stated racing with different questions.

Hunk's thoughts were "Where was Lance?" and "Was he ok?"

Pidge's thoughts were "Who was that figure?" and "What was that figure?"

Allura's thoughts were "Was that enemy as bad as Zarkon?" and "Why did they want me?"

Shiro's thoughts were "This is bad. We lost another teammate. This is just like what happened with Matt and Sam." and "How are we going to form Voltron now?"