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In 301, after Audrey is abducted Nathan is obsessed with finding her.
He keeps this to himself until the season finale (Spiral), although he uses the information to find out that Audrey was the chameleon in As You Were.
When Nathan arrives, he finds Audrey's place a mess and her missing.
Nathan proceeds to go after Duke, whose whistle was planted in Audrey's house to make Nathan suspect him.
Nathan begins to cry when he realizes she will be okay. Crying will not be tolerated" going back to the start of the episode where Duke says that to her when she starts to cry when her friends have planned a surprise birthday party.
Audrey is touched that Nathan has come since he is still sad that Jess left.
Audrey does tell him in The Farmer, after he buys some tickets for a murder mystery play, and she deliberately pushes him away so she doesn't hurt him when she disappears when the Hunter meteor storm comes.