/"What," Sephiroth said, in utterly bland tones, "in the name of hell are you doing?"
"Disobeying a direct order, Sir," Zax said, bearing his commander up, and beginning the long journey back to camp./
So. Much. Yes.
It's the essence of his character, isn't it? Under the joking and the bantering and all that. He's the one who's too loyal, too determined, to ever give up on his own.
This story always makes me happy.