My best advice is to stop smoking period. It causes long term health problems. You are only 17 so stopping now should not have any long lasting effects. Yes I know its not easy but it can be done.
Almost the same boat, smoker too, i get the coldness but for me its in my chest that gets too be a white cold feeling where i cant feel my heartbeat and i feel like passing out because my pulse is so damn fast. best advice is to get an appointment and get seen too its the best way to get a peace of mind and know whats going on, play it safe is the motto!
It's maybe nothing to worry about? But you should see your Doc. if you continue to feel as you describe. Anxiety can do lots of thngs to you. It is treatable by 'talking therepy ~ such as Cognitive Behaviour Therapy, as well as medcations prescribed by your Doc. Avoid hesitating to ask for help if you feel the need for it. Many on this site are very familiar with your symptoms, having experienced them. You can't get a diagnosis online.Here you can expect support/friends, suggest you ask specific questions so that you can receive support from others on here. Best wishes.
Never take anything for granted always get things checked out,for you own peace of mind if nothing else,but i can tell you i have had all those symptoms and i suffers anxiety.