I haven't listened to them but can recommend the Medlife Crisis episode [0], in which he reviews the scientific literature around the effects of cold exposure, blood oxygenation/acidity from hyper-/hypoventilation, and related topics. He comes to the conclusion that Wim Hof is likely a genetic outlier, but that breathing techniques can have real physiological effects on things like pain perception, and that cold exposure likely has a bunch of real benefits – but also that placebo may play a big role (which is nevertheless a very real effect).

[0] https://youtu.be/D6EPuUdIC1E?t=2215 (timestamped to the conclusions)

He's taken people up mountains in -15 C wearing just shorts after a few days of training. So I'm not sure it's just him being unique.

Yes, and that is impressive! But he has also set several cold exposure world records that these people probably couldn't replicate that easily, or perhaps ever.

How does that differ from people being able to lift 484kg or run marathon slightly over 2:10?

Them being outliers does not debunk notion of sport and training generally.