In order to resolve their confusion they thought that if the Beloved Prophet صَلَّى اللهُ تَعَالٰى عَلَيْهِ وَاٰلِهٖ وَسَلَّم made her observe veil then that would mean he صَلَّى اللهُ تَعَالٰى عَلَيْهِ وَاٰلِهٖ وَسَلَّم has married her and if he صَلَّى اللهُ تَعَالٰى عَلَيْهِ وَاٰلِهٖ وَسَلَّم does not make her observe veil, then that means he صَلَّى اللهُ تَعَالٰى عَلَيْهِ وَاٰلِهٖ وَسَلَّم has accepted her as a maid and not a wife. When the group began to travel, the Holy Prophet صَلَّى اللهُ تَعَالٰى عَلَيْهِ وَاٰلِهٖ وَسَلَّم made room for Sayyidatunā Ṣafiyaĥ رَضِیَ الـلّٰـهُ تَـعَـالٰی عَـنْهَا behind himself and then made a veil between her and the other people. (Ṣaḥīḥ Bukhārī, vol. 3, pp. 450, Ḥadīš 5159)
Sayyidatunā Umm-e-Khallād’s son was martyred in a battle. In order to enquire about him, she went to see the Noblest Prophet صَلَّى اللهُ تَعَالٰى عَلَيْهِ وَاٰلِهٖ وَسَلَّم with a veil over her face. On seeing her, someone said surprisingly, ‘Even now you are wearing a veil!’ She رَضِیَ الـلّٰـهُ تَـعَـالٰی عَـنْهَا replied, ‘I have certainly lost a son but not my modesty.’
(Sunan Abī Dāwūd, vol. 3, pp. 9, Ḥadīš 2488)
Sayyidunā Abū Sa’īd Khudrī رَضِىَ اللهُ تَعَالٰی عَـنْهُ said: A young companion رَضِىَ اللهُ تَعَالٰی عَـنْهُ had recently got married. One day, he رَضِىَ اللهُ تَعَالٰی عَـنْهُ returned home and saw his bride standing outside their house. He رَضِىَ اللهُ تَعَالٰی عَـنْهُ was so furious that he withdrew his spear and rushed towards her. She stepped back in panic and cried, ‘My master! Do not hit me, I am innocent, go inside and see for yourself what has brought me out.’ When the companion رَضِىَ اللهُ تَعَالٰی عَـنْهُ went inside, he saw a dangerous and venomous snake curled up on the bed. He رَضِىَ اللهُ تَعَالٰی عَـنْهُ frantically struck the snake with his spear. The snake wriggled painfully and bit him just before it died. The bashful companion رَضِىَ الـلّٰـهُ تَـعَـالٰی عَـنْـهُ also tasted the fruit of martyrdom due to its venom.
(Ṣaḥīḥ Muslim, pp. 228, Ḥadīš 236)