Whereeeee did that pillow and blankets come from?? Their clothes could only do so much lol

I assume they were on the horse? maybe like some emergency camping stuff. IDK lets be honest that whole scene was just fan service. like woops you're all wet and cold-guess we better get naked and huddle for warmth.... Author knew exactly what they were doing and did not give two fricks about story continuity they were two busy drawing up some nudes.