Capillaries are, in medical terminology, the ‘thin blood vessels where blood exchanges nutrients and oxygen for waste products’. (The singular is a capillary.) Arteries and veins mainly just carry blood between heart and capillaries and are thicker, and if they’re cut open things get dramatic and deadly in a hurry. But capillaries are where blood does major work to keep you alive. Capillaries are where blood turns cool if the skin is exposed or squeezed.
Convection is the technical term for ‘movement of air such as by a wind or breeze’. Cold and warm masses of air without a divider move around, swap places, and eventually may mix to make an average temperature. In this context, convection cools you off, so we don’t like convection. It can be found under a coat that hangs straight down, even a big, heavy coat with a well-known brand if it hangs like a drain pipe. Air within one eighth of an inch of a stationery surface usually does not convect. It stays in place. But beyond an eighth of an inch, it moves. That’s why loose clothing has convection — wind — inside, cooling you off.