On the allocation of blankets.
I've just reread The Urth of the New Sun and wondered:
What is Thais about to say, when Pega elbows her to shut her up?
Clearly there's some mystery about Thais, possibly concerning her identity.
Recall: Severian's rejoined Odilo, Pega, and Thais abord Eata's boat. Odilo's just told the story of his lost love, and Pega's talking to him, in a low voice. For the first time, it seems she's not a total airhead. Severian offers Odilo his blanket, and Thais starts off "I..." before Pega "elbow[s] her so sharply she had to catch her breath."
The blanket thing is clearly a literary contrivance of some sort. Why does the boat carry exactly N-1 blankets, where N is the number of people aboard?
Here are some hypotheses, because it seems rude to pose a question here without attempting to answer it.
1) Thais is about to offer Severian her blanket because she knows his status is far higher than the mere hipparch he pretends to be. Pega tactfully preserves the fiction of Severian's assumed identity. (Unlikely, I think, because Thais shows Severian no deference.)
2) She's about to offer Severian her blanket because of a romantic connection -- perhaps because she's the khaibit of Thea (as proposed elsewhere), Thecla, or Valeria. Pega knows she's a khaibit, masquerading as an exultant and does her a favor by preventing her carelessly revealing the secret.
3) She's about to offer to share a blanket with Severian, either for a reason similar to #2, or because she's a loose woman.
In the latter case, Pega elbows her either a. because she disapproves of her promiscuity, or b. because she's competing with her for Severian's attention.)
4) She's about to offer Odilo her blanket because he's her father, or she's his former girlfriend's daughter, or somesuch. (This is too much out-of-the-blue to be plausible, unless I've overlooked additional evidence. And why would Pega stop her from doing it?)
5) She's about to give up her blanket because she doesn't need it, not being human. The obvious alternative to "human" would be undine. (Unlikely, because it would make one of the four sleeping gods an undine; if so, why would Severian later suggest to his priest adding Juturna to the pantheon?)
6) She's about to point out that Severian doesn't need it because
he isn't human (i.e. like Eata, she considers him an eidolon). (Doubtful, for two reasons: First, we've no clue whether she believes eidolons feel the cold. Second, the first word out of her mouth is "I." Of course she could have been about to say "I think that ..." but, since Wolfe chooses to give us only the one word, it seems more likely that the word is significant.)
7) She's about to criticise the "Old Sailor" for keeping the fourth blanket for himself; Pega thinks this would be unjust, or unwise. (The sailor saved their lives, and he's the only one who knows how to handle the boat.) The argument against this is that her first word is "I" (see #6, above).
8) She's about to criticise the sailor for showing favoritism towards an old friend, by giving Severian, rather than Odilo, the last blanket. Eata, at that point in the narrative, clearly doesn't want Severian to know his identity (or, possibly, doesn't want the others to know that Severian knows his). In this case, she must have a personal connection with either Severian or Eata. (Unlikely: The clue to the connection would have to lie elsewhere; moreover how would Pega know about this, and why would she wish to conceal it? In short, this interpretation leads to a proliferation of speculative scenarios weakly, if at all supported by the text.)
These are not all mutually exclusive. For example, a khaibit might also be promiscuous (some were prostitutes), and, recognizing a powerful man incognito, might wish to seduce him.