Dr. Slack wrote ...

There is such a large difference between the expansion coefficients that you don't have to. 75u for the PVC, 15u for the copper, 60u differential. You would have to heat the copper through 4 degrees to get the same effect as cooling both copper and plastic by only 1 degree. So it's not worth mucking about with the copper temperature. Put your ski hat, thick socks and body-warmer on, and wind the coil in the out house.

You only have to resort to difficult tricks like differential temperatures when you are dealing with two materials with the same coefficient. So you put your steel shaft in the freezer, steel ball-bearing inner race in hot oil, then get them in the right place quickly before the temperatures equalise.

If you do take them somewhere cold to wind, beware condensation. I'm thinking particularly about your breath. The out house and components might have reached a nice dry low humidity equilibrium, but if you go and spend an hour or two in there, you could raise the humidity such that it could condense on the former or wire. I don't need to spell out the problems that dampness could cause for varnish drying or subsequent kV operation.

Antonio wrote ...

I really can't imagine how this can happen. Maybe excessive varnish dissolving the insulation of the wire? Tension in the wire caused by winding it twisted, what happens if you take the wire from the spool by an end, without unwinding it from the spool? Apply a series of light layers, never applying again the brush over varnish that is not dry, waiting the varnish to dry completely between layers.