You were a kitsune, a fox cub entering adolescence adopted by an upper moon demon, Aizetsu. He didn't shelter you, it's just that you started following him after marking him as property with your smell and he had no choice but to shelter you. You were both now sleeping next to each other and you noticed your property having nightmares, he was shaking and you decided to comfort him, wrapping your tails around his legs to keep him close and safe.