In Set's arms she'd fallen asleep, feeling more at peace than she had for a long time. (Set tended to bring out chaos in her nature, but that was always a long term thing. It wasn't something that happened overnight.)
She didn't know what the time was when she woke, but it was still night and the temperature had dropped a little. She stirred his Set's arms, untangling herself and whispering that she needed to get a drink. She didn't want to wake him to much.
She didn't turn the lights on as she walked through his hotel room to find the kitchen, nor did she put on any clothes. She poured herself a glass of water from the tap and then walked out onto the balcony. The streets seemed mostly empty below, but to defy any eyes that happened to be prying Nephthys the shadows around her body a little. They didn't make her invisible but the night embraced her, made the mortal eye slip past her a little more easily.