There will be a FAQ in the next edition that will clarify this particular point.
In a nutshell, a guard in a cold chamber can only do one action.
The fact that he doesn't have to program his actions doesn't change that, it's just that he decides which actions he does when his turn comes.
I have some additional questions, depending on the situation:
a) A guard starts in the cold chamber and it's his turn when he is still in the chamber -> He has 1 action
b) A guard starts in the cold chamber but is pushed out of it before his turn -> 1 or 2 actions for him?
c) A guard starts outside the cold chamber and is pushed into it before his turn -> 1 or 2 actions for him?