Trevor and the cold

Trevor in warmer days, showing the paw lift
waiting for me to wipe off whatever is bugging him.

Our first winter here in New York, I fretted about Trevor and the cold.  I spoke to the vet and the groomer and they both said that Trevor would be fine for blocks in freezing weather.  And it never bothered him, so we haven't worried.
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He will not really wear "dog clothes" outside (although he will wear a sweater to bed in the winter the first day or two after a cut), but again - I didn't worry about it given what the experts said.
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Then came this, honestly, bone chilling cold.  11 degrees and windy, 8 degrees and slushy, 15 degrees and windy.  Between the wind and the slush and the salt on the ground, I have found Trevor starts to freeze up below about 20 degrees with a wind or 15 degrees and no wind.
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Normally through our walk, if he gets something in his paw he will stop, hold the paw up and wait to have me wipe it off.  Well yesterday he did this about four times with 3 of his paws and then he just started shivering.  I hate to carry him back to the house and kind of thaw out his feet (in cool water that we slowly warmed up).
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I know I worry too much, but then this morning, we crossed the street on a morning walk, and he just stopped.  He had pee'd a lot and just looked at me.  I picked him up to walk him back through the slush home and he (honestly!) licked my nose to say thanks.  He doesn't really lick me (he reserves that for Eddie, a point of contention - but we shan't go there) so it was obviously meant something (obvious to me at least).
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We are going to get him those rubber / ballon boots for his walk and hopefully get better results now than the first time.  But I think only a rise in temperatures will solve this.
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He's a tough little guy, but he was born in the desert of Southern California and this is tough on him.  Tougher than on me!