cold sweat means damp and clammy. like if you're sweating and never take a shower. at some point you won't be warm anymore, but the sweat is still on your body. you're sticky and moist even though you've cooled off.
i think she means someone intense and passionate. like, so intense that they get worked up. so a "cold sweat, hot-headed believer" would probably be an optimist with the tendency to get super attached to whatever they're involved with or working on, they're very opinionated, and they have a temper.
"cold sweat" is also a tinashe song
but that song is referring to sex not someone's personality
