I believe you too, Warlock, as I've experienced many things myself. My house has "something" in it as well, but I have never felt a coldness. I have felt that coldness, however, in two different antiques shops, and I had to get out real fast. I felt as though I was suffocating. Funny thing, my husband felt the exact same way.
The "activity" in my house, comes and goes, and I've been trying to keep track of when the busy seasons are, lol. It's been quiet for some time now, thank goodness, and even when there is activity, I never feel threatened, or scared. If I did, or if the "something" became violent, I'd move my family out in a hell of a hurry.
I'm very skeptical, and I try to rationalize every situation before admitting that it is something else....sometimes there are things that just cannot be explained away.
I did speak to a Native Indian woman about it, and she told me to make an offering, say, like some cigarettes, or some herbs, left on a window sill, or when making a meal, take an extra plate, with food on it. Speak out loud, and tell the spirits that it is for them, as a peace offering, and to take it, then leave, never to return.
Well, in all honesty, I never did it, as I thought it a wee bit strange....