Gil was by no means going to give up on the lord boar. He knew that the boar would be sleeping with the other mud boars and would not make an easy target at the moment. Therefore, trying his luck as a star fox was a pretty worthwhile test of his skill and would make him more familiar with night hunting.
Zephyr more or less was silent making Gil think that she may have run off. However, he found that she was just floating in the air looking at him with some worry. "What? I have you here and we would never get beaten by any monster at night or in the day." Gil had full confidence and was sure that Zephyr would as well.
"But, won't you be cold at night? You need a fire." Zephyr had realized that the wind would get cold. She would not feel it because she was made of mana. As long as she had her wind elemental mana she was fine. But Gil was a human. He needed a fire to stay warm.