Hypothermia makes them feel warm at some point.
It is called paradoxical disrobing, an effect of severe hypothermia. We were on a mission many years ago looking for the wife of a local businessman in the mountains of Colorado. We found her unconscious , naked with her clothing strewn about the trail and her horse nearby. While it looked like a crime scene, it was not , she had severe hypothermia after falling off her horse. Weird stuff!
