If water crystals form under / in the skin, it means that the temperature of the surrounding tissues is below 0 C. It may be, but only this is very bad, it means that frostbite has already occurred. If a person has frostbitten, for example, a leg, then yes, ice crystals may form under the skin. This means that most likely the leg is already lost.
Definitely not, the temperature of our skin is higher than the temperature of water. Our body gives off heat to water, which does not allow it to go into a solid state of aggregation. That's all.