caprice (n.)youdaoicibaDictYouDict
"sudden change of mind," 1660s, from French caprice "whim" (16c.), from Italian capriccio "whim," originally "a shivering," possibly from capro "goat," with reference to frisking, from Latin capreolus "wild goat" (see cab). But another theory connects the Italian word with capo "head" + riccio "curl, frizzled," literally "hedgehog" (from Latin ericius). The notion in this case would be of the hair standing on end in horror, hence the person shivering in fear.
sheet (n.2)youdaoicibaDictYouDict
"rope that controls a sail," late 13c., shortened from Old English sceatline "sheet-line," from sceata "lower part of sail," originally "piece of cloth," from same root as sheet (n.1). Compare Old Norse skaut, Dutch schoot, German Schote "rope fastened to a sail."

This probably is the notion in phrase three sheets to the wind "drunk and disorganized," first recorded 1812 (in form three sheets in the wind), an image of a sloop-rigged sailboat whose three sheets have slipped through the blocks are lost to the wind, thus "out of control." Apparently there was an early 19c. informal drunkenness scale in use among sailors and involving one, two, and three sheets, three signifying the highest degree of inebriation; there is a two sheets in the wind from 1813.
It must not be wondered at that the poor, untutored, savage Kentuckyan got "more than two thirds drunk," that is, as the sailors term it, three sheets in the wind and the fourth shivering, before the dinner was ended. [Niles' Weekly Register, May 2, 1812]
shiver (v.2)youdaoicibaDictYouDict
"to break in or into many small pieces," c. 1200, from the source of shiver (n.). Chiefly in phrase shiver me timbers (1835), "a mock oath attributed in comic fiction to sailors" [OED]. My timbers! as a nautical oath (probably euphemistic) is attested from 1789 (see timber (n.)). Related: Shivered; shivering.
shiver (v.1)youdaoicibaDictYouDict
"shake," c. 1400, alteration of chiveren (c. 1200), of uncertain origin, perhaps from Old English ceafl "jaw," on notion of chattering teeth. Spelling change of ch- to sh- is probably from influence of shake. Related: Shivered; shivering.
thrill (v.)youdaoicibaDictYouDict
early 14c., "to pierce, penetrate," metathesis of Old English þyrlian "to perforate, pierce," from þyrel "hole" (in Middle English, also "nostril"), from þurh "through" (compare Middle High German dürchel "pierced, perforated;" see through) + -el. Meaning "give a shivering, exciting feeling" is first recorded 1590s, via metaphoric notion of "pierce with emotion." Related: Thrilled; thrilling.
thrill (n.)youdaoicibaDictYouDict
"a shivering, exciting feeling," 1670s, from thrill (v.). Meaning "a thrilling experience" is attested from 1936.