Pretty Sure.
Finnick gets on the hovercraft and is glad to see that they got Katniss, the whole point of this was to save her.
Finnick feels dizzy, he gets looked at and bandaged but doesn't really care. He is beat up but he doesn't need to be out like Katniss or Beetee. He goes to the room Haymitch and Plutarch are in.
"You should really lie down." Haymitch says.
"No I'm okay." Finnick says. Haymitch rolls his eyes and Plutarch is just messing with things trying to figure out what is going on.
Finnick sits down in an open chair because the room starts spinning.
"You should really lie down." Haymitch says again.
"No- I." Finnick stops talking. His dazed and dizzy self forget about something or more important someone. "Where is she?" He asks barely getting the words out.
"Kantiss is-
Plutarch gets cut off by Haymitch because he knows that's not the she Finnick was referring too.
"Finnick." Haymitch says gently knowing what he meant, mostly because he knows him better.
Haymitch doesn't have to say it. Finnick knows what happened to Annie.
"We're pretty sure they got to her." Haymitch says.
"Pretty sure?" Finnick says angrily. He knows they weren't keeping serious tabs on her but pretty sure shouldn't be the answer it should be yes or no.
"Well can you take me home so we can be a 100% sure." He asks knowing the answer already. He knows even if they didn't have her by now they would get her eventually.
Haymitch sighs.
"Sorry but there's no way I can get you to Four Finnick. But I've given special orders for her retrieval if possible. It's the best I can do." Plutarch says.
"If possible?" Finnick asks worried.
"Not like that." Haymitch says knowing what he is thinking, that Annie is dead.
"They can't touch her." Finnick whispers.
"Well actually… " Plutarch says. Haymitch shakes his head in disapproval knowing that putting bad ideas in Finnick's head about Annie isn't a good idea. Especially now.
"You really think they would?" Finnick asks now worried.
"It's possible." Plutarch says.
"She doesn't know anything I was so careful." Finnick says.
"He probably won't do anything to her." Haymitch says. "You already know what Snow thinks about her." Haymitch says.
Finnick does know what Snow thinks of Annie, that she's a poor excuse of a human for being so fragile. Finnick would like to see what the games would to do Snow, then he could judge Annie.
"Well I need to make sure they won't hurt her." Finnick says.
"You can't make sure she's out of your reach now." Haymitch says confused.
"Yes I can. If I'm not around he won't need to keep her. If I'm dead-
"Don't be stupid. That's the worst thing you could do. Get her killed for sure. As long as you're alive, they'll keep her alive for bait." Haymitch says knowing that Finnick committing suicide won't be helping anyone especially Annie. The only reason Snow is keeping her alive is because he is trying to get Finnick to come to Annie. If he wasn't on a hovercraft going to District 13 right now it would be working.
Finnick hears the door open and knows it must be Katniss coming in guns blazing. He hears a commotion and then hears the chair next to him move out but doesn't care. All he is thinking about is Annie and what they are doing to her.
A/N: Did it take anyone else more than one read of Catching Fire to realize that it was heavily implied that Finnick suggested he would kill himself to save Annie? I think I was on my third reread before I picked up on that. Poor Finnick :(