Unfortunately, this is a known (relatively rare) issue; the cause of environmental status effects possibly becoming permanent has been determined, but it would need another game update to be able to fix. The only consistent workaround that I know of would be to look for equipment with an immunity to freezing (not sure if you can get immunity to chilled). If the character is a companion, you could swap them out for one of the other companions, or a hired henchman.
Someone with a permanently wet character reported that if Haste was cast on the character in chilled weather (Hiberheim), she would rarely get frozen after that (as long as she didn't get too close to a camp fire).
