No, you cannot do that. 'Very cold' = 'so cold that he could hardly feel them'. That is, 'very' is synonymous with the whole comparative structure, not just with 'so'.
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Thinking SpainMy dictionary gives as synonyms of 'so', 'extremely' and 'very much' (used for emphasis): she looked so pretty. By the way my dictionary is New Oxford American Dictionary.I doubt that your dictionary gives this as the only definition of "so."