I don’t think any of us that have experienced this have compared a measurement of our metabolic rate just before and then during the sensation of cold fingers in order to properly attribute it to a decrease in the rate, but we do believe that the first thing the body shuts off when it detects a deficit of calories is excess heat production, so the implication is that feelings of cold are a result of the deficit.
Fingers are little trickier than a general feeling of cold since the fingers are further away from the heart and subject to cold induced by decreased circulation rather than decreased metabolic rate.
In any event, unless someone has cold fingers often even when not fasting, I think it’s reasonable to conclude that the fast is responsible in some way. I think the real question is whether or not this is something to power through, or use it as a sign to end the fast.