Ice water immersion for neuralgia

I recently watched a short Netflix film about a woman in Finland attempting the world record for swimming under ice while breath holding. ( Hold your breath: the ice dive) . Great story.
I won’t give away any spoilers , but part of her story was that she previously had had a severely broken leg that required an immediate skin incision along her calf to relieve pressure called an escharotomy . This damaged a sensory nerve and resulted in a severe neuralgia that changed her life dramatically. I suffer from a similar neuralgia. She was encouraged to immerse it in ice water regularly as part of a physiotherapy treatment plan. After getting used to the pain ,she eventually immersed her whole body and started swimming in frozen lakes . It appears to have cured her neuralgia almost completely . She certainly seems to be living a very active life in the film.
Has anyone had any experience with or heard about ice water immersion as a treatment for neuralgia?
I may write the lady to find out more as it certainly worked for her , and I can see there is a certain logic to the physiology .