I think that cold water feeling is a symptom of your nerves healing and coming back to full feeling.
It gives a new understanding of what amputees go through, doesn't it? Their's is phantom pain but its all the same.
When I would work on people after plastic surgery on their faces, they would jolt up and say that. That they thought there was cold water running out of their ear ! There wasn't, we would check, just to be sure.
TKR's are known to feel stiff during the first year of recovery, sometimes longer. It's actually amazing that you can do all that you are doing!
Are you icing or using any heat on your new knees? I am willing to bet that if you iced after your gym workouts, that it would help.
In fact, I'd love for you to document your workouts and try to pay attention to when the stiffness and feelings of regression happen. There might be a correlation there. Oh! Another thing could be that it's weather related? We've had many members who can "predict stormy weather" after a joint replacement. I am one of them.. Especially in the bones that were fractured here and there, not just related to joint surgeries. That would be interesting to pay attention to, also.
You are amazing! Two new knees in a short amount of time...Irish Twins! then I read your recovery pages and marvel at what you are already able to do. Please try not to worry, you are doing very well.