His coat, which in that dry warm climate he seldom needed, was tied behind his saddle, and he put it on Jennie.
They traveled on.

The rain fell steadily; if anything, growing thicker.
Duane grew uncomfortably wet and chilly.

Jennie, however, fared somewhat better by reason of the heavy coat.

The night passed quickly despite the discomfort, and soon a gray, dismal, rainy dawn greeted the travelers.
Jennie insisted that he find some shelter where a fire could be built to dry his clothes.

He was not in a fit condition to risk catching cold.
In fact, Duane's teeth were chattering.