Natsu's hold on Lucy is iron clad to the point that he doesn't need his senses to maintain it. He doesn't flinch or weaken his hold not even as it feels like the world around them falls away. This persists for what feel like a lifetime and then suddenly, his feet are on solid ground once again! Again he can feel Lucy's arm around his own. He knows its hers since he'd felt it plenty.

The fairy was wise to put some distance though it wouldn't save it if it had backstabbed them in the end.

So he slowly opened his eyes to see what and where they had been taken to.