Up the arm the signals go together, up the spine, up the brain stem, through the thalamus. As the journey ends, neuronal firing on the surface of the somatosensory cortex forms a recognizable A. Receptors for vibration are deeper in the skin, and they work more like the auditory system. Tactile vibration is handled in a part of the brain not far from the auditory area. Such precision is highly useful for handwriting, machining tools, weaving fish traps, or anything else requiring fine motor control. For humans, its importance is right up there with the opposable thumb.
Cold receptors report only cold, and warmth receptors only heat.
Both can register a sudden change as small as a hundredth of a degree, but quit at the point of tissue damage. Then pain receptors take over, as they do for other injuries. Presumably, we then take remedial action. Besides its entertainment value, this fact is also protective. Pain can leave the body responsive to even a whisper of sensation, like breeze on a sunburn.