Maybe you can't gain weight in fat, same as me until I reached 50, but gained only 2kg, even if I eat too much I do not gain more. My fat % has been 2%. And I never had problems feeling cold during the winter. Though I do run out energy if I do not eat the right meals before bike or mountain. You do get a lot of energy from what is stored in the liver.
There are two types of body fat: White fat (lipid), and Brown fat. Probably you have more brown fat like me. Brown fat has the purpose of generating body heat by burning calories / energy that your body does not use immediately, or for keeping you warm. The brown fat is also more related to muscle than fat itself. It has kept me very warm (quite nice in bed for the woman too - hot guy)! http://en.wikipedia.org/wiki/Brown_adipose_tissue
A person can only put on weight if the fat is absorbed. And if the fat % that you have naturally is low, then the increase will be slow. No-one can increase the number of fat cells they have, only they may increase in size if fat is absorbed in the white fat.
If you get more fat, then you might feel the cold more. That's because most fat is not generating heat, so it cools down. If it's cool, then your skin feels cold. More fat gives a larger body surface, so you can also lose heat that way. Though a good fat layer will protect your body core temperature and help prevent hypothermia - loss of body core temperature (hypo = less), (hyper = more).
I also found it almost impossible to gain muscle mass. Even with heavy weight training and eating really big meals and snacks - nothing happened. It is probably because the same as me, your muscle density is high (not much fat between the muscle fibres - probably you sink in water? as I do). So the muscle you have does all you need.
And I don't need more muscle for what I do. The same as you I have light body, so I do not need bigger muscles. I bike big hills no problem. I do not climb recently, but always have plenty of power for that. But if you have more weight it is more to pull up. More work for the heart.
Your weight 53kg and height 171cm is quite well matched. Mine is 63kg and 178cm but have naturally large shoulders so more weight there. For my weight, I can weight press up 70 - 80kg. You look in great shape, so don't worry. You already are very strong because most of what you have is muscle and dense strong bones. So you are already as strong as a real big guy, and your light build enables you to climb better. If you like to increase your ability for defence, practice a martial art for speed. But if you want more muscle bulk then eat very much more, maybe it will work for you.
Sometimes as the intestines change (become more permeable - especially with more age), then more fat enters the blood and is absorbed by the body. Maybe you will become fat age 50!