They both notice at the same time.
For Rey, its a disturbance in the force, a pull on the bond that she didn't understand but new was wholly wrong. For Finn, it's a pained groan from the cell to Rey's right.
She feels the words before they pass his lips.
"Rey, something's wrong."
Or: Ben, Rey and Finn get captured by bad guys and have a bad time. Meanwhile, Poe is a mess. Lots of angst but there's fluff so it's all fine.