Exercise Kadoc won't get any warmer because he in the middle of the Snow.
Moving your body produces heat as you use energy. You will get warmer even if it's cold, especially if you're wearing something that can trap the heat.
You will never have a cute flying Russian duchess throw snowballs at you in the purest display of true love.
Careful, Anastasia is known to put rocks in her snowballs, so just make sure you don't upset her beforehand.
Go back to the forest, Baba Yaga!That guy was pretty sketchy, wasn't he, Kadoc?~Tch... I'll be back.You're too close! Don't act like you're my friend!Come on~! Show me how it's done~!(Intro to Gyakkou)I said stop!Stop that!Is there an interview or test or something?Hey hey, Kadoc-kun...How do you become a Crypter?I'm a person of Chaldea!I'm always in your careStop that!If you exercise then you'll get warmer~This strange presence…… it couldn't be...