Zander held Dawn close to him, because he didn't want them to be sucked into the hurricane that Zaya created.
But, Pyro rushed toward him and created a shield around them. He used his last magic stone to do so.
In this case, he had created two spots of shield, which exerted so much of his energy. The other spot was to protect the knights and the warriors.
"How is she? Is she alright?! Where is Zen?!" Pyro had to raise his voice above this loud and harsh wind. He looked at Dawn with concern in his eyes. "Is she alright?!"
"No."
Physically, Dawn must be very exhausted, but mentally, it would take a long time for her to be alright… Zander knew that. He knew the real agony would come to her the moment she opened her eyes and faced the reality.