Nightmare had brought you into the bad Sanses months and months ago. Since then, you have grown fond of everyone, and everyone has grown fond of you. You are one of them now, and they are happy about it. Happy to have you.
But, there was one that you immediately gravitated towards the day you were brought in. His big bulky stature, his gentle giant personality, his willingness to nurture, feed, protect, and listen.
Horror.
Recently, on a mission against the Stars, you had badly broken your leg. It was casted, and you lay in bed, slowly healing from your injury.
Horror has been around you rather constantly, his worry palpable. It's obvious you two are the closest in the castle. His constant checking on you wasn't even annoying to you, but comforting. It left you knowing that there was a good reason to be here. They all want you here, and you couldn't leave even if you wanted to.
Right now, he was on your bed with you. His big arms wrapped around you as he snuggled closely to your side. He was comfortable, and was making sure not to hurt your leg whilst he snuggled you.