How cold was the water when you put it in your coat? If it still froze, were you warm enough? I am a little perplexed how this could have happened, but I'm not disputing you.

What size/style was your water container?

You could try an insulated cozy for your water, but bear in mind that if your water is cold to begin with, a cozy may only provide marginal help. You could use a flexible flask with a cozy and a hand or toe warmer dropped inside the cozy to provide heat.

MNS