As Julia becomes more hypothermic, she should shiver violently, causing even more pain in her leg. This is the reason paralytics are given when physicians induce therapeutic hypothermia to protect heart and/or brain tissue.
Breathing in cold air causes condensation of the humidity expelled from the lung. This produces the formation of visible misty clouds at every breath. During the whole episode, even though the temperature drops well below freezing temperature, characters never produce any visible condensation (especially obvious during the scene in the ambulance where Barbie and Julia are almost dying from hypothermia and in which several close-up are shot) clearly indicating that the ambient temperature is actually quite warm.
Chester's Mill is situated in Maine, in the extreme north-east of the United States. However, when the dome starts to rotate and the temperatures plummet, nobody seems to have access to cold weather clothing or even thick sweaters.