You can warm yourself up by thinking!
I learned how to do it in a limited fashion using biofeedback when I was pregnant and not allowed
to use migraine medication.

The insurance even paid for it, back then! And it did work. I wore a temp probe on my finger and thought "hot"
thoughts (not *that* kind *g*). I still use the technique nowadays, and acupressure.
In my case, my hands and feet only get cold when I'm getting a migraine.

I'm not sure the technique would work if I were knocked out and plunged into a cold river and almost drowned, though.

So maybe Bodie uses biofeedback! I never even thought of that until just now, when reading about the migraines in the comments.