Even with her cloak's wards, the freezing storm bit deeply into Mazathad-Dra's short fur. She hadn't expected for the storm to still be raging by the time she left, but she couldn't squander this opportunity. With a wave of her paw, she cast Wolfskin; it was a spell she had picked up from a merchant named Chesko near the borders of Skyrim. It created a thick magical coat of insulation that kept the caster warm. Invaluable in this climate, really. She couldn't deny that she was in a very dangerous position here, sitting on the shoulders of a vampiric Orc, yet her curiosity about the undead was so great that she shut the quiet voices of concern. 

As the Orc started moving up the steps, the Khajiit dug her claws into the furry shoulder that she was riding on and hung on. It would only get worse as they climbed up and getting separated would be... bad, to say the least. Once she was sure that she was firmly secured, she figured that now would be a good a time as any to strike up a conversation.
[i]You haven't introduced yourself to this one yet, you know. It would be comforting if she knew who she was traveling with. Especially when she travels with someone who is less than alive.[/i]