Just go to the shopping centres etc.. mix and match with the venues.

I think your saying that its not too cold for you, rather its too cold for them to talk with you. Just want to get from A to B in the quickest time possible.

If your really concerned about the cold take an extra jacket and approach her, then maybe 1 minute in say she looks cold and offer her your spare jacket or something. (Probs not if I'm honest haha)
Other than that,just suck it up. What's stopping you from approaching and continue walking with her?