Yuzuru's clothing is all delicate finery, apart from his boots, and all of it goes quickly as he struggles to recover. More than anything it strikes him that it's cold in the study and he immediately thinks that it's a little silly to worry about something like when he's about to have much worse problems in his immediate future. He's already recovering from the fall, but not as fast as he'd like.

But fast enough to catch the sudden shift in the tension in his room, and fast enough to hear the order to hide him away. If they want him hidden then that means that whoever is out there is likely to put a stop to this. It's not lost on Yuzuru that the grass isn't necessarily greener on the other side, but if it comes down to a guarantee or a chance...

Yuzuru can't work up the energy to shout and they'd probably notice in time to stop him - so he whistles through his teeth instead, loud and piercing and as long as Yuzuru can manage before the surrounding soldiers silence him.