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Snow/Mountain Freezing question

I was reading the comments to see if I could find an answer to see how to keep from freezing and the latest post I seen was craft the troll armor to keep from freezing but, I have that and I still freeze and get hurt I don't really want to go through tons of potions or food to heal and I don't want to have to constantly build a structure to keep warm cause I don't want to keep mats on me kind of defeats the purpose of exploring and looting if you have no room for the loot so how does one get iron and if you cant go into the cold without dieng besides finding it in random chests I'm kind of at an impass right now cause I need Iron to proceed and all the loot I can access at the moment that I know of I have tons of and don't need,  yes I do know its in development and stuff may not be added but, was kind of wondering if I'm stuck looting a million different chests or if there was a way?

In the desert bioms there are fallen comets/asteroids to loot lots of iron from but protected by monsters. The fire ones.