Just posting here to confirm that I (and a few others in my guild) have experienced the same problem detailed here on the EU forum:
https://forum.thesettlersonline.com/...25th-July-2018
3rd debuff - warm clothes - which should remove the "Piercing Cold" buff, disappears from inventory when you apply it to the zone, but the Piercing Cold effect doesn't go away. Tried reloading game, no change.
Basically, this ends the MCC chain at this point for me until it is fixed. I don't want to play the remaining adventures with only 2 debuffs.