Part 1.

And what i presume is part 3.

Maybe the guy saving her just didn't think about it.

Could be a cute little moment. He worriedly sets her down and looks her over. Cleans her up a little bit, dries her off. Then hands her a blanket to keep warm, forgetting what she is. While she's too dazed to realize it herself, clutching it without thought.

Maybe after a while, she comes to realize what her savior had done. Might even bring a smile to her face, to help in such a dark time.