I'm sure if its a thing someone will be along with the science but I have generally felt colder than usual this winter (started metformin in December) but put it down to losing my insulation layer, having dropped 3 1/2st since the summer. Probably not that helpful, sorry .
I am not on meds but I feel the cold so much more now especially my feet and I put it down to dropping the weight. After exercise about an hour and a half later I am freezing, I think its when my sugar goes back to a normal (for me) level.