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For the past year, many people have seen Helaena being averse to physical touch as a sign of her hating Alicent.
So there is something nice about Helaena actually reaching her hand out for Alicent to grab, as they both run to safety. Helaena waits for Alicent, she sticks her hand out to grab Alicent, she is terrified but is concerned for her mother's safety, and they hold hands and run together...