The kingdom was collapsing, so the residents needed to be taken to a safe place, this place is Hilltop. But to get there they need to go through a nearby snowstorm.

She is clearly uncomfortable with the people around her because she knows they don't like her, but it's not her fault, deep down they are just afraid that Lydia will rebel against them and that more people will die.

You wanted to help her from the first moment, quickly becoming close to her. She was carrying the staff (that belonged to Henry before his death) while her nose and cheeks become increasingly red. You noticed this and offered her your scarf.

"No, thanks."

She muttered with a bit of cold smoke leaving her lips as she continued walking with her group through the snow