Bit of a long shot but I wondered if anyone here had done canyoning (or gorge walking/river tubing) in the UK (Beacons, Snowdonia, Lakes) in winter.
My friend is 40 on dec 29th and his wife has asked me to organise an adventure event for him along the lines of this. There are plenty of companies that do this in the Ystradfellte area, within easy reach for us. And they do it year round, and provide 5.5mm winter steamer wetsuits plus wetsuit gloves and socks. It still sounds cold, but I'm game. some of the lads are looking at me with raised eyebrows though!
I've done it on caving trips in the Yorkshire Dales where there was too much water about to go underground safely. Warm it ain't, but it's good fun and you should stay warm enough if you keep moving.
Having said that, I'd think you'd want to be proficient at abseiling before you go. Without experience things slow right down and things slowing down is when it gets very cold and then ceases to be fun.
I've done gorge walking (think it's the same thing) in Snowdonia in March. It was part of an organised group so we didn't need to worry about rope placement (some of it was pre-fixed on traverses) and all the abseils were lowers.
It wasn't as cold as you think, there is an initial shock as your head goes underwater, but as long as your hands are feet are covered you should be alright. You can always release the central heating valve in your wet suit (work it out)