My sister's pony, (welsh mountain), got very badly chilled. He was in a field by the canal with 3 others. A bitter wind and rain was blowing from the canal and the only shelter was a very large bush. For some reason the other ponies wouldn't let him share it and we found him in a bad way. Coat staring and I would guess suffering from hypothermia. We took him home and called a vet. It was touch and go to start with, took quite a while to make a full recovery.
We had one at a stables who was hot and sweaty when he went out after 6pm in Winter and I raised my concerns but management told me he'd be fine. I think he was put out with a rug on but can't remember. Next morning horse came in and was tucked up and shivering. He stayed in, couple of blankets on, plenty of hay and it took at least half the day for him to be back to normal.
Yes! My welsh d mare was out in early summer all night without a rug and was raining but pretty mild. I bought her in and she was shaking. She was new to me and my older d is made of much sterner stuff. So I will have her rugged if due to rain