After Woody Allen incongruously rubbed elbows with Lindsay Lohan at amfAR’s Fashion Week gala at Cipriani Wall Street, he seemed to be in the doghouse with wife Soon-Yi Previn. But it wasn’t the Woodman’s brush with LiLo that got him in hot water; it was waiting in the freezing cold to leave. “Woody and Soon-Yi snuck out early when Harry Belafonte was onstage,” said a spy at the annual VIP shindig. “But when they made it outside, they were told that their car was going to be ‘a minute or two.’ Soon-Yi threw a hissy fit.” Looking dapper in black tie, Allen dutifully consoled Previn, but she didn’t seem to be buying it, our spy said: “He told her they could go back inside, and she said she was ‘obviously’ not standing out in the cold.” The spy added Allen had also tried to help Previn on with a gray-and-black fur wrap to warm her up. “She was being a real diva, and he was very solicitous . . . almost, dare I say it, fatherly.” Also at the black-tie bash were Heidi Klum, Ashley Greene, Michael Kors, Chloë Sevigny, Alan Cumming and Karlie Kloss.