A Coldie Locks (or Coldy Locks, Coldie Lox, Coldy Lox) is a person, usually female, usually your girlfriend, who is always cold.
It could be 85 degrees and they will be cold. They would never dream of going to the theater without a jacket.
Girlfriend: "oh my God it's freezing today"
Boyfriend: "it's 80 and sunny, you're such a Coldie Locks"