Nuala Moore smiles as she lifts her fingers away from me. In their place, impressed on my skin, is a cold that deepens and lingers.

“I can’t get any heat into them,” she says, slowly spreading her fingers which are blighted by little blisters ready to ooze.

Moore’s hands are just the first indication of her exceptionalism. They call her the Ice Queen, an extreme swimmer whose exposure to freezing waters...