Okay, based on a quick search engine hunt, sealskin clothing is not a thing much made in Europe. Not to say that it was never done, but it looks like it was very rare if it was. They ought to be using lanolin-heavy wool which is better suited for the climate. (Wool insulates even when wet, and lanolin provides water resistance.)

I think the maid's horse fell over and landed on top of her while she was riding - think Théoden's death in LOTR - and maybe an ice spear caused Merlion's horse to throw or otherwise unseat her?

'Them' might be Merlion and the maid - praying for the dead is a long-standing Catholic tradition.

Oh, not Jackass. I'm sure his serenity is meant to be calming, but this just isn't the place for that.