Is being really cold an early sign of Anorexia?

Your BMI is about 19.3 which is fairly low, but you're not classed underweight. You shouldn't eat less than 1500 calories a day, and probably nearer to 2000 when you exercise as much as you do. Just be a bit careful about over-exercising as it can become addictive. If you feel like you have to do that much exercise daily, and become anxious if you haven't then that is a concern.