These are only speculations, raised in case anyone can develop them into something intellectually more solidly grounded or can prove their opposites, but otherwise not worth much for present-day strategy.
Speculation: Perhaps being cold is fatiguing. Perhaps that’s because coping consumes the body’s energy, which exhausts the person. I doubt the effect is huge unless you’re marginal anyway, but allow for it if you’re about to be marginal.
Pneumonia and Cold Air
Speculation: Perhaps a reason people associate pneumonia with cold weather is a high correlation (if there is a high correlation) which in turn might be due to one type of germ that causes pneumonia being better able to survive cold and infect people while it’s cold outside, while other germs causing other pathologies maybe can’t live in such cold environments. Research in about the rhinovirus, causing colds and asthma, suggests that the rhinovirus might reproduce faster in a cold nose because our immune system might be weaker. Whether either is true or not, avoid infection, since cold air alone won’t make you sick that way without the infection.
Oil on Your Skin to Insulate or Even Warm You
Speculation: A source of unknown reliability claimed that one male used “Kwan Loong oil, a . . . liniment for muscle and back pain.” The effect probably lasted only a few minutes.
Speculation: A rumor I heard is that some people with the Polar Bear Club insulate their bare skin before wading into a cold ocean by using some kind of automotive grease or oil (I forgot which). Find out how you’d remove it afterwards.
Speculation: Someone said they get headaches when they get cold. I assumed something else was the cause but the person seemed not to agree. I can only speculate on how they could possibly be connected. I don’t know the answer.