I have not received any such reports.
Prisoners retain an underlying entitlement to DLA, but they are disqualified from receiving any payment of benefit. People who are held in legal custody as a result of a conviction for a criminal offence are required to inform the Department as soon as possible and failure to inform the Department may lead to recoverable overpayments of DLA.
The cold weather payment scheme is a fully automated service and payments are made to eligible people by the benefits computer systems when a period of severe cold weather triggers. Payments are not therefore made as a result of a claim as prisoners are disqualified from receiving payment of any benefit. Consequently there are no reports of prisoners claiming cold weather payments while serving a custodial sentence.