Learn English – Word for covering yourself with something while slouching

This is simply called "breath", with no special word for the visible form. We often call this phenomenon "seeing one's breath":

It's so cold I can see my breath!

Consider elephant in the room

a major problem or controversial issue which is obviously present but is avoided as a subject for discussion: they’ve steadfastly ignored the elephant in the room: the ever-growing debt burden on graduates

In a sense, it's a form of litotes

ironical understatement in which an affirmative is expressed by the negative of its contrary (e.g. I shan’t be sorry for I shall be glad)

The very process of avoidance results in the consideration of the avoided concept.