I don't know why the expression "Cold Feet" means losing confidence. The Thanksgiving lake temperature is likely around 54F (12C), which means that it takes about 1 hour to get the feeling back into the feet after doing a 3,000 yard loop. If I didn't have confidence, I would have stayed in bed and the feet would have been nice and comfy.
Today we did the swim again, and will try one more time tomorrow. The lake will lose another 3-3.5C as we get to mid-winter, so it is important to acclimate now. The picture below is of me in the middle of the lake, but I am trailing my two swimming partners. Today I was timed at 58 minutes for the 3,000 yard loop. The New Year's Alcatraz swim is more like 2,000 yards, so it looks like I am on track for the usual 40-45 minutes to complete this.