The knight jumped as she felt someone touch her shoulder. Her gaze landed on Crow. Though she was still terrified, she was a bit surprised to see the thief suddenly besides her. No longer completely alone, her mind cleared a little, enough for her to wonder why he had found her in the middle of the storm as well as begin to realize just how cold she was. Her clothes were started to get soaked by the rain. If she continued to stay out in the rain, it probably wouldn't be long before she began to tremble from the cold rather than just her fear. 

"O-" She just began to stutter out a reply to him when a flash of lightning made her mind go blank with terror yet again. Without much thought, the knight jumped and suddenly pressed herself into Crow's side, seeking comfort without question or hesitation now that she was no longer alone in the storm. 

Penelope buried her head against his chest and panted slightly as she tried to catch her breath. Now pressed against him, the storm suddenly reminded her of a much different time. She thought of the stable they had once took shelter in during a storm in Younis and how he had helped distract her from it back then. While the thought and her actions would normally cause her bashfulness, she actually found comfort in both the past and the present among her panic. Coming to her senses a little, she managed to catch her breath again. 

"Sorry.." She apologized quietly. Penelope tensed slightly as there was another clap of thunder. "I should have been more careful... Sorry."