From a person who lives in the arctic:
If you are outside in cold weather and you are freezing, but all of a sudden feel really warm with no explanation as to why DO NOT REMOVE ANY CLOTHES.
You are about to die and your body is spending its very last energy on heating you up. Seek shelter and warmth immediately even if it feels like you are boiling hot.
People have been found freezing to death in their underwear not far from civilization because they believed they were warm