I think that being cold is a pretty typical detox symptom. I definitely become cold more easily than when I am not doing a cleanse. I think that if you could just up the cayenne in your drink a little bit, you might feel warmer. Don't worry about how much you are taking versus other people. I started out with the slightest pinch and this time round I'm doing approx the 1/10 teaspoon that Mr. Burroughs recommends.
You definitely aren't harming your stomach this way, and your body is just fine as long as you are drinking enough. Hang in there!