I haven't listened to them but can recommend the Medlife Crisis episode [0], in which he reviews the scientific literature around the effects of cold exposure, blood oxygenation/acidity from hyper-/hypoventilation, and related topics. He comes to the conclusion that Wim Hof is likely a genetic outlier, but that breathing techniques can have real physiological effects on things like pain perception, and that cold exposure likely has a bunch of real benefits – but also that placebo may play a big role (which is nevertheless a very real effect).
Yes, and that is impressive! But he has also set several cold exposure world records that these people probably couldn't replicate that easily, or perhaps ever.
[0] https://youtu.be/D6EPuUdIC1E?t=2215 (timestamped to the conclusions)