I can't generalise about different chemotherapy regimens and drugs, but I can tell you that I experienced pretty severe neuropathy whilst on FOLFIRINOX, largely caused by oxaliplatin. I wore gloves and socks when in contact with cold surfaces and regularly fed it back to my nurses and oncology team, so they could take steps to minimise any longterm effects. It was gone for good by about 9 months after the end of the chemotherapy.

So what I'm saying is, in my experience: keep them warm, rather than cold!