A/N
The writing in bold, italics and is underlined are thoughts. The first lot are Felicity's.

Felicity woke in an unfamiliar place on the cold and gravel-like floor, this was new. It had stone walls all around. Why is it so cold? Where was she? The last thing she could remember was a needle piercing her skin. And Oliver fighting Slade... Wait, Oliver? He found me? Then where am I? Did he lose? Where is he? Is he dead? She shook a little at the last thought. No, he's not dead. He just lost and is looking for me again. Right? Felicity hated not knowing if he was okay. She wanted to be back with the team, not stuck here without food and warmth. Not even the thought of Oliver saving her could warm her up. She was pretty sure that if she got no warmth soon she would die of pneumonia or something before she could be saved.
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When Oliver awoke the first sound he heard was a high-pitched beeping. What? Felicity.
"She's not here man," Digg said looking at his friend'd confused and fear-filled expression. "Slade moved her."

Oliver sighed, Why did you get involved with me Felicity?, he wanted her back. God knows what Slade was doing to her. She wasn't safe. Why does he screw up so much?

"It's not your fault, you know?" The words sounded wrong coming out of Diggle's mouth. It should be Felicity telling him that. Not Diggle. He felt his hatred of Slade rising.
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Somewhere miles away, a small glow from a screen lit up Slade's face. He was smiling at the tyranny he was causing Oliver. Slowly, he stood. It was time. I hope Oliver enjoys his little gift...