I just saved one sim from Grim after she collapsed from freezing. She was on the street in front of my sim's house and my sim convinced her to group up. It would take too long to walk back to my sim...
For those who use MCCC, you can click on the blue Sims and use the dresser feature to immediately put them in their cold weather outfit. This is especially helpful if they are in that witness death situation, and won’t respond to you asking to see their outfit. It’s also so much faster than having to interact with each Sim in case there are a bunch of them on a lot.