"Fortunately, so did I." That's about as close to a heartfelt 'thank you' Sombra is going to get, at least without either of them being on their deathbed. "Try to stay alive, though." She might be leaving the implication that Sombra is already a pain in the ass in there just to keep things from getting too mushy.

"How bad is it?" Sombra lacks both Mjolnir's precision feedback (not to mention biofoam injectors) and the Chief's unbreakable stoicism, so Cortana's not sure she can judge the severity of the injuries.