Ning was carried by one of the undead, which ran as fast as it could, making its way toward the battlefield that was still three days away.
Ning wore a thick coat to shield himself from the rain and wind. At the same time, he used the Summoner's Bracelet to summon another beast to make his journey more comfortable.
The Flare Fox was a small beast with fire burning along its fur. It wasn't real fire, just illusory flames, but it made the fox appear as though it were ablaze. It radiated warmth by just being present, and Ning used this warmth to keep himself and the undead functional during their travels.
The undead didn't feel cold, of course. It couldn't feel anything. The warmth wasn't for its comfort but rather to loosen any constricted muscles and skin that could slow its running, even slightly.
The fox lay in Ning's embrace while he rode on the undead's shoulders. With the Talisman of Concealment, both he and the undead were more or less undetectable by anyone or anything.