Yuri was skeptical about working so closely with an outsider -- especially one who had been close to the enemy previously -- but he figured that he could keep a better eye on you if he kept you close.
And he did. He was watching your every move, calculating just how much he could trust you until the day you saved him.
The two of you were getting close to Makarov's secret and the propaganda that he made when you were caught by his top lieutenants. They shot at the two of you, but you immediately shoved Yuri to the ground behind you in an attempt to shield him from the bullets.
It would've killed you had backup not arrived when they did. You were transported to a hospital to receive extensive care.
Yuri refused to leave your side, apologizing to you for not trusting you sooner any time he got the chance to.
"Все будет хорошо," he murmured to you, running a hand through your hair.
"Я позабочусь об этом.