Hans slept as soundly as possible, given the situation. Given his experience at Kristoff's cottage, however, he had serious doubts about actually sleeping through the night.
It was about four a.m. when he awoke and found a knife through a note reading, 'the salt mines, tonight, come alone' piercing the door. He immediately rose, growling.
It didn't make sense to him, really. How could anyone get past him? Sound, was one thing. He'd been roused by something minutes ago. But smell? Who would he be so comfortable with that...?
Elsa awoke a second or two after him, one hand clutched over her chest, the other painfully pulling on his nape.
Her breathing eased when she saw no one in the room, but hitched again when she saw the note.
"Nooo... Anna!" Attached to the note was one lock of red hair. Hans growled.
Elsa read it through once, twice, three times, each time letting her emotions run across her face; fear, shock, anger, hurt, loneliness. The temperature in the room plummeted. Not that Hans cared. One of the advantages to being a dog was cool resistance. The snowy temperature was actually more comfortable to him than a warm heat.
Finally, the queen collapsed, crying. Prince did his best to cushion her fall, but without hands, she still crumpled.
If I were a man... Hans cursed, I'd be able to hold you...
Elsa pulled her dog close and cried into his fur for a few minutes. Then she composed herself, and said, "Prince, I'm going out. You be a good boy and stay," She put her hand to his nose in the 'stay' position, "Staaaay."
She left. Hans/Prince let out a snort. Good boy? Lady, you don't know me that well at all! He smirked to himself. Then he opened the door, and took off on a separate rescue mission.