Not exactly an answer, but most drugs that make you feel warm aren't increasing body temperature by a significant degree. Those that are are mostly of stimulants and hallucinogen. MDMA and similar drugs
do increase core body temperature, around ~0.5°C but in significantly greater amounts, for obvious reasons, in club or festival type settings, and also cause increased sweating/diaphoresis and thus dehydration, magnifying the problem
(see [1]). LSD and probably more obscure psychedelics can also increase body temperature but to a lesser degree. Phenethylamines are probably more active in doing so than tryptamines. Amphetamines do. I'm surprised nobody has named PMA yet, which is notorious for potentially lethal hyperthermia. The aforementioned diet drugs and various others, including yohimbine, ephedra, and other drugs often sold in combination in proprietary blends do too, and can to a dangerous degree. Opioids do give a mild but insignificant increase. EtOH actually
decreases temperature but makes you
feel warmers.
Clonidine may be useful in decreasing hypothermia at least from certain drugs, but how far this can be generalized is questionable as is how strong the effect is (almost certainly not enough to, say, make PMA safe.)
Lots and lots of medications dysregulate heat regulation to some degree; many psychiatric medications decrease heat tolerance and/or perception of heat (one reason why you may see obviously mentally ill people walking around in heavy winter clothes during the summer—this is very notable for those of us who work with them, "dressed appropriately/inappropriately" for weather is one of the things almost always noted on a good thorough psychiatric/mental status exam; both mental illness itself and psych meds can dysregulate temperature.) Many medications also increase sweating, sometimes to an uncomfortable degree, the best response to this is usually clonidine and glycopyrollate, but the trouble with the latter is that it will decrease sweating but also to the point where sweating is not doing enough to regulate body temperature.)
As to the OP, I wonder the purpose of the question. Taking a drug to increase body temperature so as not to feel cold when going outside in the cold is a pretty dangerous idea as the subjective sense of heat is almost certainly going to be above the actual core body temperature. Also taking drugs that dramatically increase body temperature while exercising is going to compound the problem into potential dangerousness (taking MDMA in a club environment more or less doubles or more the temperature change; necessitating the basic harm reduction measures we all probably know about, although of course "staying hydrated" can go too far and kill you, and many of these drugs can also make you feel thirsty, even to the point of drinking enough to disrupt your electrolytes and cause seizures, etc. The risk is fairly remote with MDMA, but will be correspondingly worse with more serious thermogenic drugs.) This is why a lot of chronic alcoholics, especially homeless, freeze to death. There is nothing you can take that will preserve you from the effects of cold or hot weather, although you might feel so; many people take a nip out of a flask from time to time in cold weather, for instance, to "warm themselves up," they are only feeling so, but actually, their body temperature regulation is heading south and they are ultimately more vulnerable to the cold. So too are people who, on various drugs, like PCP, feel unbearably hot and delerious and take off all their clothes; not only do they look pretty dumb but if it's wintertime they're still putting themselves in danger,
however, in dangerous acute hyperthermia ice baths, IV hydration, etc. may be needed for treatment, but this is a medical decision to be made based on actual temperature, not something to be done in the home. If it is that bad, medical treatment is necessary. On the other end of the spectrum, frostbite due to non-perception of the heat can easily lose you a toe, this is not that uncommon in chronic psychiatric homeless alcohol-abusing types, particularly if diabetes, at which they are already at risk, becomes part of the issue.
This post or any of my communications do not constitute professional advice nor do they establish a professional relationship of any kind; I make no claim to any specific professional credentials; in person consultation is essential for any medical, psychological, substance-related or harm reduction decisions. While peer support an advice can be helpful, any content posted online, regardless of it's source, cannot, by it's very nature, substitute for an in-person relationship with a clinician who has had the opportunity to take your history in the larger context and provide professional advice with all these factors, and others, taken into account.