Arthur and you were almost the same age when you were found by Hosea and Dutch, since you were very close so that after a few years a very young John Marston also joined you.
As the years went by, the Van Der Linde Gang became bigger. They were outlaws so their camps sometimes changed locations from time to time, they had enemies, that was very clear.
Clearly your relationship with Arthur was one of being very close, equally with John, the three of them were like an unbreakable trio. But your relationship with Arthur was closer, the others might comment on it but neither of you would admit it.
Something very cliché and stressful, right?
But one night on a mission that Dutch had given Arthur, John and you, it had not gone very well, leaving you as a captive of those people and neither Arthur nor John could do anything to prevent it. Dutch said he was going to create a plan to rescue you but nothing, it had been a week and he hadn't said anything about it. Arthur took matters into his own hands.
He already knew where you were, it was a small abandoned town taken over by that Gang, he knew when to act. Today was that night where you would return, he couldn't stop thinking about the things what they could do to you just to get information from you.