"Held up" in this context means delayed or slowed down due to an obstruction.
Example: The roadwork held up traffic for several hours.
"Set off" is a phrasal verb that means to start a journey or trip.
Example: They set off early in the morning to avoid traffic.
"Cold feet" is an idiom that means sudden nervousness or fear about doing something
Bones of connections: idioms mean a subject of disagreement
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