Think of "peripheral neuropathy" as neuropathy at your outer periphery -- the farthest places from your heart (fingertips and toes) where blood flow sort of reaches a dead and and has to change directions. In particular, the term you're most interested in is "CIPN" (Chemotherapy-Induced Peripheral Neuropathy), which may vary from patient to patient and drug to drug. In my case, Folfirinox before Whipple surgery and Gemzar + Abraxane + Cisplatin after surgery have been about the same, but it was the Oxaliplatin (ingredient of Folfirinox) that gave me the hypersensitivy to cold.

I've found the worst part of my compression socks at chemo is simply putting them on. But once they're on, I can still walk my dance partner (the chemo pump pole) to the bathroom and back without too much trouble.

Since I also use a rather bulky pair of ice/compression boots over them, the socks insulate my feet a little bit from the direct cold of the boots. I try to get as much time out of the ice boots as I can before a bathroom trip, because I can't walk down the hall in them. They're too bulky to be worth putting on a second time, and have usually warmed up by then anyway. I just slide my compression-socked feet back into a pair of loafers for any more trips down the hall.

Regarding the study about icing and compression I linked to earlier, that study cited this one https://pubmed.ncbi.nlm.nih.gov/27620884/ about compression. In particular, their compression gloves were nothing special: They simply had the patient wear two surgical gloves (each one size too small) stacked on top of each other.