[Sherlock doesn't say 'you're welcome'. It's implied, or he thinks it is. He's 'killed' himself for her, so it's not a very difficult thing to assume he'd protect himself for her, too.
He glances down at their hands when Joan does that. He turns his hand over and laces their fingers together, then looks forward.]
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He glances down at their hands when Joan does that. He turns his hand over and laces their fingers together, then looks forward.]
Mmm, if only I had my violin.