It was a cop who first said the "cold feet" line. The fiance was just refuting the cop. I do agree he acted strangely on TV, but I'm not sure how he was supposed to act, either.
The fiance said "if it was cold feet, it's the strangest case of cold feet i've ever seen".
That is a wierd thing to say under the circumstances. It sounds contrived. It sounds like something a defense lawyer on TV would say.