Consumable items are the ones that go into your backpack slots, Flask, Torch, Mageflare Rune, and Ladder. The Alchemist's Pouch boosts all of their effects slightly.
As for Winterheart, it makes you immune to the Burn debuff, but at the cost of -1 Power. So if your Power isn't high enough to meet the threshold for digging Magma cells at 1 stamina (using better tools help, such as Titanium and Diamond Pickaxes), then the reduced Power cancels out the benefit of negating Burn. That's why you're not seeing a difference in stamina cost. Hope this helps!