Why do I get physical shivers or cold spots when I relax deeply?

When I am in a state of deep relaxation, I often feel strange physical sensations, like shivers down my spine or intense coldness in my hands and feet. This sudden coldness is unsettling and sometimes snaps me out of the calm state, making me tense up immediately. Is this a sign of my nervous system releasing deep stress, or does it spike my anxiety? My name is Prakash. DOB: 14th June 1986. Time: 9:30 PM. Location: Kolkata.