The clueless look he gives her should be evidence enough that he has no idea what the hell she's talking about. Windmill...Horse...what even are these things. "What corner?" Come on, lady, work with him just a little.

As he turns, he spots a tiny corner of bright orange sticking out from under the edge of the table he'd been strapped to. He's on it in a flash, and what he pulls out is a slightly ragged cape that gets fastened around his bare shoulders with a flourish. "There, that's more like it! Halfway there!"