The reason for Arsat to shiver in "The Lagoon" by Joseph Conrad is that It has become cold and Diamelen has died.
After Diamelen died, Arsat realizes he has lost everything he ever loved. Further, the only image he has in his mind is her, hears only her voice, and tells the white man he cannot see anything anymore. To this, the white man answers "There is nothing" —nothing but fantasy, doubt, and the obscurity of the lagoon.