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I've always been under the impression that meditation and self-hypnosis were different methods for doing the same thing - reprogramming the body's autonomic system.
Well, it's a tangle.
The term "hypnosis" entered the literature long before physiological knowledge could describe the full range of what is normal for human beings. With the progress of knowledge, there remains very little evidence for any distinctive "hypnotic state" besides the ordinary and predictable results of being in a persistent, relaxed, and alert state, such as meditation.
The idea that the autonomic system was beyond conscious control similarly entered the literature before physiological knowledge was much advanced. The hitch appears to be the relative lack of "feedback" (reafferent sensation and plainly visible gross effects) that affects learning, rather than some innate incapacity of the functions to be controlled.
You would have never learned to walk, either, if you had no proprioceptive and vestibular sensation to tell you what the effect of moving your legs one way rather than another was, to say nothing of the "ouch!" when you fell over after moving your leg the worng way. But you had these things, and so you learned to "do this and not that."
Many people have had the experience of being temporarily unable to talk or even chew normally under the effects of local anaesthesia used by dentists. The muscles are still working, and the effectors still work, but without sensory feedback, you are much diminished in your abilities.
To the extent you are discussing temperature, note that there are two issues: core (gut) temperature and peripheral (skin or surface) temperature. Manipulating core temperature is dangerous, and the feedback is likely to involve artificial instrumentation.
Peripheral temperature, however, is fairly straightforward. You can do it by getting a handle on the bloodflow to the area in question. And your skin's usual temperature sensors will reliably give you a warm or cool sensation to guide your efforts.
A blood-restricted limb will approach ambient temperature, a highly perfused limb will approach core temperature. No magic there, in either direction.
To the extent that either hypnosis or meditation have anything to do with this, a relaxed and alert frame of mind, perhaps even some optimism that there is some point to what you are trying to do, is conducive to learning. I would also predict that a quiet mental state would be helpful in picking up on the relevant feedback, undistracted by unrelated sensations.
If you are trying to hear whipers, then it might help if you kept still. If you are searching for fireflies, then turn off your flashlight.
There is also a third issue, temperature tolerance. Quite a bit of your bodily sensation cues off of changes. If you step into a cold shower, then you will recoil. If you stay under it anyway, then within minutes, it will feel more-or-less "normal." It isn't normal, you just don't feel the contrast with normal much anymore.
Plenty of people celebrate New Year's in the Northern Hemisphere by wading into ocean water cold enough to kill them if they lingered there for more than a few minutes. These are not Tibetan monks harvesting the benefits of a lifetime of meditation and clean living.
As your anecdote about the guy getting frostbite while being indifferent to a cold environment illustrates, personal tolerance of cold need not be accompanied by any actual temperature management.
I hope that somewhere in all of that is a little useful information.
