As he stumbled his way to the Tesseract he had noticed Leala hovering over Adira not surprised by her faithfulness to her sister. He was however surprised to see her leave Adira there.
"You must go now, take the helicopter and wait for me." He demanded in a whisper as he place the Tesseract in the brief case. She nodded obediently and ran towards the exit. If it hadn't been for Loki stopping him, the Tesseract would be safe but, then again Adira wouldn't be. When he had gotten up after being shot he noticed she was no longer laying in her spot. He assumed she mustered some strength and had gotten up, but when he reached the helicopter it was only Leala who sat there.
"Where is she?!" She yelled at him as they rose up into the sky. Her face was red and and damp from crying, he was not used to seeing her like this... emotional. Fury had looked at her with pain plastered on his face, not answering. Instead he focused on shooting the men down who had the Tesseract. But before Loki shot his helicopter down, Nick Fury saw a glimpse of his daughter; lying on her side bloody, bruised and unconscious. He felt a pang of regret sit like a rock in his stomach as he and Leala jumped out of the burning helicopter.
"We'll get her back." She placed a comforting hand on his shoulder, determination and anger replaced the sadness and that sat on her face moments before. Fury half smiled at her, hoping she would return to S.H.I.E.L.D safe.
"I know." Was the only way he could reply staring off into the distance.