Tough luck: at some point, HYDRA wins and both Steve and Bucky 2.0 get captured. No Bucky knows what's coming, not only the brainwashing but also the torture and trash stuff. Thing is, there's a lot he's never told Steve.
Bucky's #1 priority (while they hope for someone to break them out..?) is to keep Steve as unharmed as possible, and #2 while not letting him find out too much about what happens to Bucky instead.
(Let's say there are a few agents that still know the Winter Soldier from before, and as they think they have all the time in the world, they don't mind playing a few games before they get started for real. So this fidgety version of the Winter Soldier proposes he won't struggle if they leave Steve out of it for now? Why not, let's see how far he can be pushed.)
Bucky tries to hide his trash past from Steve - even at HYDRA
Bucky's #1 priority (while they hope for someone to break them out..?) is to keep Steve as unharmed as possible, and #2 while not letting him find out too much about what happens to Bucky instead.
(Let's say there are a few agents that still know the Winter Soldier from before, and as they think they have all the time in the world, they don't mind playing a few games before they get started for real. So this fidgety version of the Winter Soldier proposes he won't struggle if they leave Steve out of it for now? Why not, let's see how far he can be pushed.)