I can't believe I'm just finding this thread now. Great stuff!
It's also worth mentioning that even as an infant, Anna could play in the snow in a short-sleeved nightgown without seeming to mind. Later, she spent a cold winter's night in a sleeveless ball gown (the bottom half of which later froze after she fell into a stream) and suffered no ill effects whatsoever. So she's definitely got some Life Support.
Plus, she's one of two characters in the film (the giant snow golem, Marshmallow, being the other) shown to hit someone hard enough to do Knockback.
I'm thinking Princess Anna is a mini-brick.