Scrooge, thankfully, was already aware. It was hard to miss the shivering of someone so tight against his body, and he knew the Fraggle well enough to worry about the same signs Wembley did. When he heard that soft whine, he tucked them a bit tighter and came to a stop.

"I'm going to get you home quickly. Gobo- he'll be fine, if there's one thing I know a lot about it's surviving a snowstorm." He tilted his head enough to look at Wembley specifically, hopefully catch his eye. "What I'm goin' to do... it may be frightening, but it's still me." He started walking forward again and, faintly on the ground behind him, the edges of his shadow frizzled. "It's magic, and it'll get you home quicker. So don't worry. I've got you."

His steps quickened and Wembley may be aware of a feeling of change rippling over Scrooge, though he didn't seem to actually shift anything, save for the color of the depths of his eyes to a shining gold. Then there was a strange sound behind him as ethereal wings formed, and with it other lights of magic sparked around him- hazy horns above his head, a great tail stretched behind him, claws around his hands and feet. The wings flapped, wispy enough to pass through the trees but solid enough to still lift him and his precious cargo off the ground. The rest of the trip back would be in the air.