Is it possible for a pressure loss in the cockpit to not extend to the cabin?
The internal walls in an aircraft are not designed to withstand any significant pressure difference. Since the accidents of American Airlines flight 96 and Turkish Airlines Flight 981 where explosive decompression in the cargo hold caused the passenger cabin floor to partially collapse and damage the control cables running below it, the internal walls and floors are intentionally designed so that the pressure has a way to equalize without causing damage to any of them (with enough openings or loosely fitted panels that will blow out if needed). Therefore it is not possible for pressure loss in cockpit not to extend to the cabin, or the cargo hold.
The information I found about Sichuan Flight 8633 only says the passengers were not exposed to cold, nothing about pressure. During decompression, the air rushing out is not doing much work, so it does not lose much energy, and therefore only cools down a bit. What is going on is not an isentropic expansion, but something closer to free expansion. The air still has to do some work to push the outside air out of its way, but not as much as if it was expanded gradually from the 8,000 ft cabin altitude (in which case it would get down to similar temperature as outside).
The only reason for exposure to cold would be if the cold outside air was rushing into the cabin. Which the wall between the cabin and cockpit minimized, plus the engines were still running and supplying warm air.