When Diggle finally found them, they were barely conscious.
"'We can do the surveillance' you said, 'just go on your date.' You said." And this is what happens. You guys freeze to death!" he muttered, but secretly he was just glad he found them soon enough.
Earlier that night:
"Just go on your date, we can handle the surveillance for this night." Felicity almost pushed John out of the door. "Just go. What could possibly go wrong?"
Apparently a lot.
It was supposed to be just a little camping outside of a large factory owned by another corrupt 1%ler on Oliver's list. Felicity had become just as much part of the team as Diggle was over the past few months, so it wasn't unusual for her to go with Oliver, especially when it wasn't supposed to be dangerous. Also, who was she to blow of a night with a super hot, vigilante superhero, sitting under the stars, drinking tea? So they took their stuff and put all their cameras, laptops and binoculars in place. And everything went smooth until…
"Did you hear that?" Felicity was almost asleep (as much fun it was to spend the night with a vigilante superhero, surveillance wasn't really that interesting) so she just shook her head.
"I'm pretty sure I heard something." And Oliver did, but to late. Seconds later two particularly large and gorilla looking men had them captured. Oliver almost freed himself, but when the gorilla, that held Felicity, stuck a gun against her head he stopped fighting. After a third man destroyed all of their equipment, they were put into a van and from there driven straight to the factory where they were put into a large empty room.
"What do you think they want from us?" Felicity asked when they were sure, that they were left alone.
"Us. Dead." Oliver answered simply. He was walking up and down all the walls, trying to find some kind of way out.
"We're in a cold room, and a good one at that. We used to have one of these in the factory. Hopefully Diggle finds us before they get the idea to turn this thing on." And like the attackers just waited to hear him say that, the large ventilator began turning and the room got colder almost instantly.
"I'm sorry I got you into this." It seemed like hours ago either one of them said anything. At first they had tried to keep moving to keep warm, but the room was getting colder by the minute, so they had stuck to sitting as close together as possible. For some reason, being this close to Oliver, Felicity felt much safer than most times then she was alone. Maybe it was just her heat-deprived brain.
"Diggle could really hurry up don't you think." Oliver tried to give her one of his billion dollar (literally) smiles, but he knew it didn't work. So he just put an arm around her and held her closer.
"Do you even know what I had to tell Carly…?" John turned to see the reaction of the pair, but ended mid-sentence. Oliver and Felicity were both fast asleep on the backseat of the Jeep. Wrapped in a thick blanket, still holding onto each other for warmth even after Diggle had pulled them out of the warehouse.
The next morning, Oliver and Felicity woke up on the couch of the Cave. Still wrapped into the Blanket. Still cuddling. Diggle wouldn't shut up about it for weeks.