1, He doesn't look very cold &
He likely isn't, though notice he still has a few layers of warm clothes on keeping him warm. I don't know your experience with cold but I fully understand how it is below freezing there but they are warm without being completely bundled up.
I live in an area that tends to be very dry, the normal humidity tends to be under 20%. As such, when you go out in the cold you don't feel it as much because of the lack of humidity -- particularly compared to when I lived in an area with high humidity and it made you feel both cold and heat much more quickly and severely.
On top of that, they are in the sun. Even in cold weather, bright sunlight does a great job of heating you up; I find it feels amazing when I'm out in the cold here where there is low humidity.
What I see from them is entirely consistent with what I experience where I am, despite it being winter here. You will also notice, they longer they are on the livestreams the more they tend to cover up -- while the lack of humidity really slows down your "absorption" of the cold and the sun heats up any skin it hits, you still increasingly feel the cold as long as you stay out.
2, How do we know he is filming at midnight ?
There are a few things here, depending on how much you trust things like GPS and the witness of all of the people there (both Flat and Globe Earthers). First, before leaving their home areas, all of them turned on GPS trackers, which tracked their travel. You can see the trails where they flew away from their home countries to Chile. Once in Chile, they also shot video and, from what I recalled, live streamed, from that southern most city in Chile -- so you can verify they were all there. Then, all of their tracks show them going almost due South to the ice shelf where they are now, in Antarctica. Last, several of them have taken their phones out to show where the phones say they are -- I even, in a previous post, copied the longitude and latitude shown on the phone from one of the livestreams.
Next, you have the eyewitness testimony from the Flat Earthers in the group. Again, there was no question they were in Chile, just a few days ago. They took off from the airport and using multiple types of compasses, they watched the compasses closely while in flight, and the compasses showed they flew South 4 hours from the bottom tip of Chile. All of the Flat Earthers are positive they are in Antartica.
Last, I'd say take a look at the various livestreams. While I can't absolutely prove that any given time is midnight, what we do know is that for much of Sunday they were live-streaming. During that 24 hour period, at least one or two from the group were almost constantly live-streaming -- and at sometime in that 24 hour period it was definitely midnight. As such, you might as well just believe them that it was midnight when they said it was, as they have nothing to gain and everything to lose from lying about when it was midnight; when during that 24 hour period the sun kept moving around them and shining brightly.