That's funny as I was just thinking about butterflies and bad weather myself earlier today. I have just been to the North and South Walney nature reserves in Cumbria, on the Irish Sea and it was absolutely blowing a hooli.
Despite the weather there were so many butterflies on the wing, mainly gatekeepers and skippers. Usually they aren't about unless its sunny and I was lead to believe they didn't like wind either.
Back to Stuarts question though - I presume that they shelter some where out of the wind and rain under the leaves of plants as they would act like an umbrella or cracks and crevices - but don't really know

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