The Walking with the Wounded team practised using cross trainers to simulate skiing for two hours at a time in the cold chamber.
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America says it has "identified preparations" for an attack similar to that which killed at least 86, including 30 children, in April.
Despite the rain it will still feel muggy with highs of 22C.
The practice of sending mental health patients far away from friends and family for care has become endemic in the NHS, it has been warned.