Swan tells him to stick close by during the conclave so nothing happens to him.
Fox stays behind to find Rembrandt and gets him to safety when chaos descends upon the conclave.
After narrowly escaping the Lizzies with Vermin and Cochise, Rembrandt is clearly shaken up and mildly freaking out about getting slashed on the arm. The others don't tell him to toughen up or stop whining; they just do their best to comfort him and bandage his arm up.
During the fight with the Punks, Rembrandt gets knocked down quickly; Mercy stays by him much of the time and even Swan briefly goes to check on him.
While prepping for the showdown with the Rogues, Snow breaks a chair and gives a broken piece to Rembrandt first so he has something to defend himself with.
When Ajax and Cowboy flee from the Baseball Furies, Cowboy huffs that he can't carry on; instead of leaving him behind, Ajax immediately about-faces and charges their pursuers head-on. For all his considerable faults, Ajax cares about his fellow gang members.
During the subway ride when the prom-goers get on and sit opposite Swan and Mercy, the awkward silence between the obviously rich kids and the disheveled gang - having just survived a major fight - is painful enough to where Mercy starts trying to adjust her hair in shame. Without a word, Swan reaches over to touch her arm, conveying that there is nothing wrong with her.
Swan giving the dropped corsage to Mercy. When she asks him why he's giving it to her, he awkwardly says he "just hate[s] seeing anything go to waste", which coming from him is possibly the closest he can get to being affectionate. Mercy is clearly touched and keeps hold of the corsage for the rest of the film.
Just before the Warriors go out to face the Rogues, Swan tells Mercy to wait until they've left and then escape through the back; however, she insists on staying with him, saying she can look after herself.
DJ: Good news, boppers. The big alert has been called off. It turns out that the early reports were wrong. All wrong. Now for that group out there that had such a hard time getting home, sorry about that. I guess the only thing we can do is play you a song.