Actually, reading the zmey's description it doesn't say they are the same family of creature as the Bogarus zmey, only that "they have lent their names to the lesser drakes of Rus". So, let's consider them three headed red dragons, and red dragons aren't cold-blooded.
And keep in mind zmey make nice heavy duty raiders and can be expected to operate in hostile dominion so if your opponent has cold scales he may not even have to bother spamming wolven winter.
It's too bad the penalties for being cold-blooded aren't moddable. Even cut in half they would be serious but the 4/3/3 penalty for each tick in the cold scale is just crippling.