It could be caused by irritation of the phrenic nerve from the cold; much like cold hitting the nerve of a tooth. The Sx's could also be from a reflex spasm of the Scalene muscles. Those are accessory respiratory muscles-the ones that allow you to gasp for a bit of air when the diaphragm isn't working, like when you get the wind knocked out of you)...or both.

Next time it happens, try rubbing the muscles on the side of your neck. If that eases it, it is probably the latter.

With love, Erika