@muscle_man
thanks bro .
well with questions like these we step inside the theoretical area of all available sacred text , where analysis and theories are derived in the light of all sacred text available to reference .
now , just imagine , we as human are made of clay , each mineral/metal/element that if found in our body , is found in clay as its most basic form .
but if you touch you skin right now , It doesnt feel like CLAY right ?
so similarly , as the " finished product " is different in look and feel from its basic constituent "CLAY" , and as a matter of fact , the finished product " human body" does not necessarily contain all of the elements found in the soil .
so we shall obviously not link up jinnat so be something " literally" made from fire .
yes , their composition would definitely come from elements/gases present within fire , but what the " finished product" looks and feels like , we will only know if some one provide a sample for the "labortary tests" 
ok now the heat dropping , and cold feeling and touch .
well , i am personally more inclined towards @rizkhan2010 statement , that the cold surrounding feeling might be cause of fear .
where as the cold touch is concerned ,
again we would need a sample here, to investigate the finished product . an area which is barriered by Allah ( swt) for good reasons .
about the fingers , well , witnesses are available that jinnat have 3 fingers , and a thumb , making a total of 4 fingers .
so the point it , we should not regard the JINNAT to me something made literally from fire , but this statement shall be taken in the same manner as it applies on humans , that the composition of the jinnat comes from the constituents/gases from fire ,
while how the finished product looks and feel , as its " default" form . this is a matter of Aalim -ul-GHAIB .
Allah knows best .
