I stayed one night in an ice hotel. Absolutely beautiful lit up by LED lights and with ice sculptures. It was pretty cold by my SO couldn't sleep as it was -10f, She said when she closed her eyes she thought, "don't fall asleep, you will freeze", so we bailed. They provide the sleeping bag/liner and instructions (no cotton pajamas etc..)
Cold can be very dangerous though, because hyperthermia makes you not think clearly about what to do next.
I also have a belief that keeping a hot beverage ready-made in a thermos (tea or just hot water) should be considered a safety item when winter camping, sea kayaking, etc. Warming yourself from the inside is more effective than trying to throw on extra layers.
[1] https://www.cbc.ca/radio/day6/episode-335-100-days-of-sean-s...
In my mind, if a lake is that frozen, we're in a war against nature.
You’re really cold? Eat. Run. Increase your insulation.
https://www.google.com/search?q=ice+fishing+party&source=lnm...
Some people go all out on the creature comforts:
https://www.google.com/search?q=ice+fishing+houses&source=ln...
Around 1999-2000 the "Oslo Process" which created those jurisdictional grey areas collapsed into it's current state, things got violent and the raves ended.
Funny how "what's normal" depends on where you're from. Middle Eastern no-mans-land seemed like a cool place for a party, to 16 yo me. Frozen lake in winter seems way to dangerous to even consider. What sort of a lune would go to a frozen lake party?!!