At the end of S1E04, when Yelena shakes her head, she knows that Kate's ready to shoot to kill to save Clint. That nod, that "no" is also a way to tell Kate 'you don't want blood on your hands'. Yelena knows what that is like, so instead of just (easily) avoiding the shot, she sees this girl, who's new to the world of avenging, and opts for a more delicate, yet impactful move.
And regardless of how you see their relationship, I think it's a really beautiful perspective on that scene.
















