Layers. Several shirts, a jacket, and a thick coat can help out more than you think. Flying at a lower altitude may be a good idea, too. It gets colder the higher up you go.

[Granted, each flyer can only go so high and she has no idea what Twilight was riding so maybe they weren't that high, but the principle is the same.]

If you get a chance, try and see if you can find any clues in the Gym. Falkner said the police were searching for any leads, but we all know how useful they are.

[Which is not at all. Lightning would be there herself, but there's too much going down and not enough of her to go around.]