@smilesy It is not chilly once you start walking at all fast. If Blair gets chilly that is his issue. He is an adult so up to him. I have been walks in the Scottish Highlands up to 20 miles and never scrambled over rocks. That would be an unusual walk.
I have always found that I need to under dress and feel a bit cold before I start walking, or I am soon shedding clothes.
I do wonder how much information Prime Ministers do get before their first visit to Balmoral. Because Thatcher turned up for the weekend having only brough heeled shoes. I think it is very unlikely that two Prime Ministers were told they would be walking in the Scottish Highlands and chose not to bring suitable walking gear. It is more likely the Royals assumed they should know this would happen without anyone actually communicating it.