Exercise Kadoc won't get any warmer because he in the middle of the Snow.
Moving your body produces heat as you use energy. You will get warmer even if it's cold, especially if you're wearing something that can trap the heat.
You will never have a cute flying Russian duchess throw snowballs at you in the purest display of true love.
why even live
I said stop!This strange presence…… it couldn't be...If you exercise then you'll get warmer~Stop that!I'm always in your careI'm a person of Chaldea!Hey hey, Kadoc-kun...How do you become a Crypter?Is there an interview or test or something?Come on~! Show me how it's done~!You're too close! Don't act like you're my friend!That guy was pretty sketchy, wasn't he, Kadoc?~Tch... I'll be back.Go back to the forest, Baba Yaga!(Intro to Gyakkou)Stop that!