Sounds like Horatio once again fakes getting shot (because he knew ahead of time that it was a setup). This doesn't quite explain why he didn't tell Natalia and put her life in danger.
While Horatio's behavior has been somewhat erratic since season 5, having him fake getting shot and then do nothing while Natalia is forced into the trunk of a car and driven off a pier would be the worst case of character destruction this show has ever perpetrated. And that's saying a lot because they've totally destroyed more than one character in the past.
Putting himself in danger is a whole different story than knowingly exposing a team member or an innocent person to danger he knows exists and not telling them or taking steps to ensure their safety if walking into a situation he knows to be extremely dangerous. That's something I just cannot believe Horatio would do ... even though what TPTB have done to Horatio in the past 4 seasons has, at times, sorely tested my patience with this character.
I'm sincerely hoping that there is much more to Horatio and Natalia's rescure and subsequent recovery from their traumas. This show only seems to care about watching Eric and Calleigh recover from injuries - with whole episodes devoted to their numerous 'dramatic' injuries.
Poor Ryan was beaten to a pulp and we didn't even see a bandage. Natalia is caught in an explosion that leaves her with hearing issues that are rarely, if ever, mentioned and has been kidnapped and drugged with no follow through.
Horatio never gets so much as a scratch ... to the point where it's become a cosmic joke and leads to exactly what we are seeing now. All the different scenarios where it is possible that Horatio faked being shot again. TPTB have made it impossible for anyone to believe that Horatio can seriously be injured.
If Horatio "The Invincible" is truly injured this time, as it appears he was, we should be allowed to watch him deal with it. Because if he was truly injured ... this is an EPIC moment for this show and should be given the depth and attention it is due.
With Natalia - the emotional trauma alone of being locked in a confined, dark place with water rushing in deserves at least a couple of visits to a therapist.
There is a real chance for some serious, believable drama with the way Horatio and Natalia were left. I really hope TPTB don't miss this opporunity for some REAL heartfelt drama. In the past several seasons this show has become known for forced, over-the-top, soap opera drama. This would be a real opportunity to show right out of the gate that they are serious about making this show a serious contender again.
It is their track record from the past several seasons that leaves me fearing that a lot of us will feel cheated when the season premier is over.