Technically, the water was warm at first. Not that anything would feel warm after the heat of the explosion they'd not entirely avoided. But the heating system was as broken as the building, and the warmth was quick to fade. It wasn't long before Sherlock began to shiver, and John, who had done what little he could to bind the hole in his friend's leg, did what little he could to counteract the insidious combination of shock and blood loss. But the water leeched away even that warmth, and when the firefighters discovered them they were both blue.
And cold.