I suspect there are probably multiple things that can cause one to feel cold. But when it comes to fasting, the two I’m familiar with are slowing metabolism, and lack of iodine.
Never heard of lack of protein specifically being tied to feeling cold, though I am familiar with (and have experienced) the opposite, nicknamed “meat sweats,” from eating too much protein.
Paul, My experience is iodine. Iodine is crucial to the thyroid which in turn is a body temperature regulator. Since most of us got rid of table salt in favor of pink or sea salt the lack of added iodine is now evident when we fast.
last year during an extended fast i got so cold my fingers went white. I tried working out but the cold would not succumb to the activity. So i got my bottle of J Crow 5% solution and placed 5 drops under my tongue. 3 minutes later I was fine.
Mark, I’m catching up and just saw this post. My thought: thyroid—of course! 
(Why didn’t I think of that? And if I’m this bad on keto, what must I have been like as a sugar-burner?)
