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There isn't a standard, companies use different styles. The most common formatting for inner monologue is italics. Applying it to your texts give us:
 > CHARACTER: Follow me, and stay quiet. We'll be out of here shortly. _I hope_.

and

 > CHARACTER: _This isn't good_. Guys, we need to get out of here now--

For reference, check out [Netflix's guidelines](https://partnerhelp.netflixstudios.com/hc/en-us/articles/217350977-English-Timed-Text-Style-Guide), the relevant points to the topic are I.9. and II.12.