Now, forgive the potentially obvious question of my own from my familiarity with 3.5, but would having cold resistance help at all with protecting oneself from the elements?
Yah, +2 for cold resistance on endurance checks, though you're not at that stage presently
It's just getting on past uncomfortably cold -- you will notice that Jinn, Giddis & Fina are in very similar (though they have differently coloured scarves and gloves) woolen cold weather outfits -- possibly bought at the same store.
Union is just a naked crystal entity -- with a sometimes glowy light where his face would be -- sort of cyclopsy but glows from within ...