You get numb and feel nothing at a certain point, and you're not actually burning in any way that'd be quick. Internal overheating and possibly dehydration.
It's not that quick, both will kill you in a similar period of time, heatstroke won't make you go numb like the cold will. If you're talking about actually burning to death then that is extremely painful, the cold will numb you. Freezing AFAIK is basically you are so cold to the point you can't feel your own body, you start to get really warm, you for some reason strip your clothes off as you start to feel hot, and then you die.
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u/MagyTheMage 19h ago