The cold air that is blowing to our skin indicates that somewhere out there, an exit exists, allowing the cold air to freely flow around the place. There is no way it came above as that would make the wind blows downward which is not possible especially if it was in a mountainous area like this place where we are surrounded by different forms of rocks.
I let everyone have a good sleep at the moment and to make sure that they aren't in a cold place while exploring, I decided to ask the Dark Desert Wolf Pack for help in monitoring sensing danger. With their sharp senses, even if I try to catch a quick nap, they will be good enough in detecting all of the dangers that might appear. Since they rarely have their own time to shine on the battlefield, I could definitely have their help really useful right now.