Gracie has never got cold either and she has been ever week (except for when she was poorly) since she was 3 weeks, we have slowly built up the length of time she goes in for and we have never had a poo but now I have said that it will happen next time she goes!!!!
Recommended minimum water temperature for babies is 32ºC. Most public pools are around 29ºç, or if you're very lucky 30ºC. Some babies are better insulated than others, but even if they don't shiver, their core temperature can drop, and it takes a long time to raise it up again.
DDs arms used to turn blue when she just had her wrap on so I then got a long sleeved one to put on underneath and her enjoyment went up significantly.