No bedroll/tent with him? The assumption is that the herder's camp was already set up there before Ennis came down for dinner and some dozy embracing. 
One of the more profound things about the DE (and Ennis' lack of inhibition you mentioned), is that the scenes where Jack takes the tent down, they fight and silently part ways may have been the very next day.
That also gets me too, Laura. I am convinced that the Dozy Embrace happens just the evening before the storm and the last day up on the mountain. I guess that is part of what makes the DE so sad, and what makes the it so hard to understand why they were so different to each other the next day.
I always thought that Jack was just so cold about taking down the tent and having to leave, and why was he so not able to understand how devastated Ennis was.
Also, why was Ennis back to his old self the next day, all the insecurities and nervousness came right back, and being unable to express himself at all, except his fustration and anger.
I wonder if the dozy embrace really could have happened as it appears at all, or if it was just a moment that was altered in memory to how Jack or maybe even Ennis wished to remember it.
Let me first address the question as to placement of the Dozy Embrace. The unedited version of the screenplay (176 pages, 31 March 2004 Revisions 7 April 2004, available upon request as an annotated PDF) includes the Dozy Embrace first in real time and then again as Jack's memory after the confrontation scene at the lake. The script places the scene immediately after the separation of their sheep from the Chilean sheep. The next scene is Ennis awakening to the foot of snow. Hope this helps.
Second, as the short story is basically Ennis recalling the entire 20-year saga, the Dozy Embrace could very well be Ennis' recollection of what Jack remembered. I've read and recited these sublime 3 paragraphs multiple times daily for the past six months. No matter how many times I've done it, I've never been able to reconciile the "they'd never got much farther than that" statement, making the whole scene so wonderfully bittersweet. Don't forget that Jack and Ennis thought themselves alone, invisible, and were quite uninhibited with each other on the mountain once their sexual relationship began. Even before the first night in the tent, Ennis was spending more and more time with Jack and away from the sheep. The sex in the tent provided the spark that gave them both motivation to get as much as they possibly could from each other sexually, at all hours of the day and night, but not talking about it. In that regard Ennis felt completely free (although the DE tells us that he couldn't embrace Jack face to face) to be "euphoric in the bitter air, suspended above ordinary affairs. . ." This was one incredible and incomparable relationship, full of ambiguity, and open to so many interpretations, depending upon one's background and experience.
Third, regarding Jack's rather nonchalant telling Ennis about Aguirre's ordering them to bring the sheep down a month early, there could be a couple of explanations. First of all, an earlier deleted scene, which takes place on top of the mountain in between the first night and second night in the tent, actually had Jack inviting Ennis to go with him to Lightning Flat and go hunting as soon as they were through on the mountain in September. Ennis wasn't due to be married until later. Jack, with that already having been "out there," may have thought that this was now his chance to get Ennis up to Lightning Flat a month earlier. Or, he may have considered their time cut short to have been a real threat to his future with Ennis and may have so carefully thought out how to tell him so as not to make him bolt. Well, we clearly saw Ennis' reaction in both the film and the short story -- a tussle resulting in the gushing blood getting everywhere, all over both of them, staining both shirts, and providing the means for Ennis' discovery at the near end of both film and story. I personally think that Jack thought that here lay his chance to keep Ennis for himself for that extra month, in hopes that Ennis would stay with him, cancel his wedding plans, and be in the real world of his folks' ranch in Lightning Flat, which ended up being his dream anyway, according to John Twist Sr.
