"Both." Maybe more losing himself, which seems to be the likelier of the two and would result in losing everyone else. He doesn't want to lose everyone else (except Rey, possibly). They mean something to him, and Kitty... Kitty is different. He's never had anyone like her to lose before.

They've probably practiced enough. There's an almost sleepy contentment here, and he would pull her closer if they weren't standing on a moon with the rest of their party not so far away. As it is, he just threads his fingers through hers.