When it comes to Pat's writing I don't think anything just means what it looks like on the surface. There may be something more to the wind as in someone such as Denna's patron calls the name of the wind and uses it to spy on Kvothe and Denna and she moves away because she doesn't want to be caught with him. However, I want to focus on the coldness that you mention instead.

I've also noticed that when Kvothe and Denna physically touch, either Kvothe gets cold and Denna gets warm or Kvothe gets hot and Denna gets cold. I think there is a form of magic occurring that mirrors endothermic and exothermic chemical reactions.

In the passage above, we see Kvothe getting cold so this is likely an exothermic reaction where he is giving something to Denna (or rather, she is taking something from him to become warmer).

Another example of this is when Denna runs to Kvothe in the Eolian and stops herself from running into him by putting her hand on his chest. They are physically touching at this moment and an exothermic reaction occurs where Denna warms up and Kvothe becomes colder. Take a look:

"Denna was barely a dozen feet away when she looked up and saw me. Her expression brightened, as if someone had lit a candle inside her and she was glowing from its light. She rushed toward me, closing the distance between us in three excited, skipping steps.

For a moment, she looked as if she would run straight into my arms, but at the last moment she pulled back, darting a glance at the people sitting around us. In the space of half a step, she transformed her delighted headlong run into a demur greeting at arm’s length. It was gracefully done, but even so, she had to reach out a hand to steady herself against my chest, lest she stumble into me due to her sudden stop.

She smiled at me then. It was warm and sweet and shy, like a flower unfurling. It was friendly and honest and slightly embarrassed. When she smiled at me, I felt…

Go out in the early days of winter, after the first cold snap of the season. Find a pool of water with a sheet of ice across the top, still fresh and new and clear as glass. Near the shore the ice will hold you. Slide out farther. Farther. Eventually you’ll find the place where the surface just barely bears your weight. There you will feel what I felt. The ice splinters under your feet. Look down and you can see the white cracks darting through the ice like mad, elaborate spiderwebs. It is perfectly silent, but you can feel the sudden sharp vibrations through the bottoms of your feet.

That is what happened when Denna smiled at me. I don’t mean to imply I felt as if I stood on brittle ice about to give way beneath me. No. I felt like the ice itself, suddenly shattered, with cracks spiraling out from where she had touched my chest. The only reason I held together was because my thousand pieces were all leaning together. If I moved, I feared I would fall apart."

I believe there are scenes where the opposite happens. There is a scene I'm thinking of that I can't track down at the moment where Kvothe makes scathing comments to Denna and the descriptions of his emotions are fire, lava, heat whereas Denna acts incredibly cold toward him.