Nausea and blacking out can just be reactions to pain. Do your hands change colors when cold? You might want to research Raynaud's Disease. There isn't really any treatment for it or need to treat it, other than trying to keep warm. Some doctors might tell you to move to a warmer climate. The dangers are increased susceptibility to things like frostbite. It is a circulatory disorder. Blood doesn't circulate well to the extremities and your hands, feet, etc. can get cold more easily. Smoking will make it worse. If you are a smoker, you may want to consider quitting.

I have this, and I am also very sensitive to cold. I dress warmly in multiple layers, and I'm uncomfortable with bare feet or without my hand warmers on. I sleep with my handwarmers, etc. on. And I am told that my body gets very hot when I sleep, but I just feel cold pretty much.