I am also very sensitive to cold. (around 8 pm)
Always the first step is to have a thorough health examination by doctors.
You should check for other possibilities if your health is “OK”.
One of the most common problems is exposition to EMFs (electromagnetic fields). Here are two origins of them. First are the natural EMFs originated inside the earth. They are invading our living space 24/7. Another are man-made EMFs. Activity of human invented EMFs depends on specific nature of each source of them (e.g. smart meters, cell towers, Wi-Fi, computer routers and wireless access points, power lines etc.).
Symptoms of exposition to both of them are the same. They include headaches, migraines, eye problems and a very common is sensitivity to cold.
The last one is based on lack of energy required for heating your body. This energy should be gained during night rest.
Unfortunately exposition to EMFs during night sleep disturb efficient generation of vital energy. In addition to that created energy is depleted during fight with EMFs by your defence system. It is seeing in EMFs enemy like viruses or bacteria and try to protect you from invading EMFs. This fight is hopeless. EMFs are passing through your body anyway.