I have only heard of spaces and people getting colder in relationship to spirits, where the people have died and have not gone "into the light" so to speak. I haven't heard of people who are roaming during an out of body experience (like if she were purposely visiting you in spirit) producing colder temperatures or breezes.
It could be that a spirit that has passed, picked up on your fear of her and spoke the name to you, to try and upset you.
I would just let it go. Know that God is always your protector, you have Him and angels to call on. Those disembodied spirits or even demons (fallen angels) have no power over those who have God and good as their covering. YOU are much more powerful, particularly over your own thoughts. Cast any unwelcome spirit away with confidence. Love is all powerful. Fear is weak.