Hi,
When you say you had your thyroid checked, its important to know what the TSH reading was. Many doctors are still using the older guidelines and believe a reading of between 3 and 5 is fine. Modern research now says to get the figure down towards 1.
(TSH is Thyroid Stimulation Hormone - your body releases this to cause your thyroid gland to produce the thyroxine it needs, more TSH means more thyroxine needed. If the thyroid gland has started to mess you about (as mine has), the TSH levels rise and stay high.)
I've been on my pump for about 8 weeks now. Not noticed any cold feelings like you describe. But I did get very cold when my thyroid packed in a few years ago.
Hope this is some help
Anthony