This happens to me sometimes whenever I'm overthinking or panicking too much,
But I start to get really cold and freak out and think something is wrong or something of the sort. But yeah am I the only one who gets the chills whenever they're having an anxiety attack ?
I too get them 
You are not alone
Yeah I'm glad ! When I have them around friends and they touch me it freaks them out how cold I get.
Even if it's hot it'll take a while for my body to regulate the temperature.
Anxiety is a weird mental illness but we'll overcome it
Goes with the anxiety alright, in my case I used to have the sweats and shake like I am cold, couldn't even hold a biro to write properly when it kicked in.
Try having a look at breathing / relaxation exercises on you tube, I found it does help if you take yourself away from whatever kicked it off for 5 minutes and do the exercises, totally calms me and able to concentrate again.
Seems we all have personal triggers, in my case it was noise in the office whilst trying to concentrate, concentration being the hardest thing while I had a mindful of things going on at the time.
Yep I get chills too! I also get a burning sensation thru my body too! Just know they are very common with anxiety and will go away. Tshake a warm bath or add extra layers. It will pass!
