What do you do when you are cold before performing

Deep breathing. 6 breaths per minute hold 3 seconds before each inhale and exhale. Clinically proven to raise temperature in your hands 

There's no science background in this answer, but I regularly use arnica gel (must be gel, not cream) before I play each half.  it makes my hands fell warm and clean. it puts the finishing touch on washing hands in warm water and soap. It's not a solution, but it helps. 

Your hands specifically?  Electric or chemical hand warmers are cheap and effective.
https://www.amazon.com/HotHands-Hand-Warmers-Odorless-Activated/dp/B0007ZF4OA/ref=sr_1_7

https://www.amazon.com/Rechargeable-Electric-Portable-Christmas-Accessories/dp/B0CG65PYBV/ref=sr_1_6

I use and recommend Gerbings heated gloves. They are originally made for snowmobiling or motorcycling in cold weather, and there is a battery powered version that works very well. https://www.amazon.com/Gerbing-Knuckle-Battery-Heated-Gloves/dp/B0BBWDJV4G/ref=sr_1_4?crid=2R79WT3WEDRPY&dib=eyJ2IjoiMSJ9.X94E6VOTlE9EG4ewC6Is8Rj7_307MjNh354AU8WvSRB5oPcOrf1bn07pPHyjvShfQqyK2J4i8KxoTKRx6tqYr-1XFO_YjHXH6F-kgFAOMKnLlR0Iu70kGzkCby2z2AdheKbRnUMPQGWjLpHVCwCQOfbktoMwFTVbAbtm9-4Zl_Uk2Kq0dP9nn_uhc6n8ZCdR-u8fXG9Z6n_U42CfUu19AFemZuS6ux4YsXHx58oxl94JzZLAflrt1Q_MCjwIjK06_InLn6wPlPhYJMa2UenvLNOQQM1HIJGBIwPnAtnyXPk.peIEooXVYGMxOcy0f6MnvTjcgQd9AMHOMQ_JMczr9qk&dib_tag=se&keywords=gerbing%2Bgloves&qid=1781989956&s=sporting-goods&sprefix=gerbings%2Bgloves%2Csporting%2C206&sr=1-4&th=1&psc=1

Just get a pair of nice gloves,

If the cold is due to the temperature in the venue then, sure, gloves or hold a cup of hot tea. I suspect that the cold you describe is one of the ways your body is dealing with the stress of performance, in which case addressing the pre-performance anxiety is the way to proceed. There are threads in the forum that have very good information on dealing with that. Deep breathing certainly helps; work on developing a preshow routine that centers on calming and centering your thoughts and allowing you to focus on the joy of making music. Or, if it's not that, pack a sweater for backstage. Good luck!