This is all made even more horrific in the deleted scene in a very cool moment where Proxima Midnight is searching for where Vision and Scarlet Witch are hiding.
Proxima Midnight’s javelin sword comes flying in, interrupting the star-crossed couple and she and Corvus Glaive do battle with Scarlet Witch.
After Corvus Glaive stabs Vision from behind, Wanda takes him to (temporary) safety to patch him up.
The menacing Black Order member uses her staff, which emits a blue light, to scan the alleyway to try to find them.