https://www.nature.com/articles/s41559-018-0728-7.epdf?referrer_access_token=ksRTE6OC4C_ZVop0gyB72tRgN0jAjWel9jnR3ZoTv0OhuDOmy4G-1OHvOkIfGGVaIkvKxBB9Vakc03yx-9ykWvJMglH3RGAjuDUuA5zpGr35TLyTC42TtppLU7pwJFbyRjPHrIgt3uMvdRgdw7wj3APCalPUVE6nTOqC-1njR6yJDFaTNIM_qmGJqKLoVL1nAM2u-ISn0ZDZ40Nkm2QQhzf4pl1gBuEjtoiTxZUGoS36epZxOAOxl_jvIRnzUeZX
Pterosaurs have long been known to have "pycnofibers;" a kind of hollow, hair-like structure that probably provided insulation and kept them both from overheating and overcooling. Like a small mammal such as a bat, in other words.
However, a new study (and this isn't actually the first study to suggest this, but it seems to be the most conclusive so far) suggests that pterosaurs actually had true feathers, complete with the branching structure of feathers, meaning that it was not a convergent similarity to the feathers of birds and some dinosaurs, but rather a homologous trait. Which means that it's the same trait, inherited in both groups, from some common ancestor.
This probably isn't surprising to anyone who's read dinosaur literature for some time; Greg Paul has been suggesting that "proto-dinosaurs" developed warm-bloodedness and therefore needed some kind of integument to protect them as long ago as the 80s, and he was only building on suggestions that Robert Bakker had made years before. But, it hasn't actually been proven until now, and until now, there was also the specter of convergence. This discovery means that it isn't, and that the origin of feathers goes back to before the dinosaurs even appeared. Feathers are the inheritance of all dinosaurs; even those who didn't actually sport them, just as fur is the inheritance of all mammals, even those that don't sport it anymore.
I should point out that lacking early, transitional forms, it's not 100% clear exactly what a pterosaur is. Our best analysis today suggests that they are ornithodiran archosaurs, relatively closely related to dinosaurimorph archosaurs that gave rise to dinosaurs, and that animals like Lagosuchus and Scleromochlus were relatively closely related cousins who gave rise (eventually) to dinosaurs and pterosaurs respectively by being among the most basal ornithodirans. But that might not be correct, and we really need more early form pterosaurs, and "proto-pterosaurs" to know for sure. If pterosaurs and dinosaurs aren't actually all that closely related after all, that opens up all kinds of weird questions about how they could possibly have a homologous feature. Mostly, I think this puts the final nail in the coffin of the weird protorosaur origin idea, which was already rapidly becoming a parody of itself anyway.
Anyway, it pushes the origin of feathers down to, at least, the origin of ornithodirans. I wouldn't even be surprised to find out that it goes even deeper, but let's not get ahead of ourselves quite yet. Crocodilians today are, of course, not warm-blooded and not feathered. But that is an interesting problem, because they do have a number of anatomical features and even behaviors that may have been an inheritance of a warm-blooded past, as well as a whole Triassic assemblage of relatives who appear to have enjoyed a much more active, terrestrial, and quite possibly warm-blooded life-style. Is it possible that the origin of feathers goes all the way back down the origin of archosaurs, and modern crocodiles lost them along with their warm-bloodedness, because it was actually maladaptive to the aquatic ambush predator life-style that they were adopting?
There's an intriguing study that came out several years ago that suggests: maybe.
https://www.zmescience.com/science/news-science/aligator-scale-feathers-043242/
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