After skimming the great recommendations in the comments one I didn't see mentioned is: "Dream Teams" [1]. Just recently finished the audio book, narrated by the author Shane Snow. Was a very engaging book overall.
One I read last year that was one of my favorites is "What Doesn't Kill Us" [2] by Scott Carney. I went and did a week long Wim Hof class after reading it and the book was a great preread that gave me perspective and context for the trip.
The class was very good for the money I thought. I went with a friend, we spent a couple days in Prague before, and then met with the group at the airport and took a bus to the hotel close to Mt. Snezka. Day 1 you're thrown into cold immersion. I remember the first day, it was about 30F, doing a barefoot walk with just shorts and a hat. Now that might sound crazy to most, but it was actually very interesting to see how your body could handle it. Our group was one of four that had between 12-16 people in it. The ages ranged from early 20s to late 60s. Nobody had a problem. We had people in the groups that that had zero experience with the methods, so there were really no prereqs.
I had been doing cold water showers daily for 6+ months before we went and felt very comfortable with that, but cold water immersion in nature is very different. If you've watched the documentary the waterfall is part of the Poland expedition and was fun to go there, and immerse, sometimes multiple times per day. Often times at night under the cover of dark (which I believe puts you in a mindset that conditions can vary and you should be open to the experience).
I would say I didn't do much of any breathing practice prior to the trip and this was my favorite part. It's hard to describe in words but it was the big eye opener for me and, I think you're right - a lot of this has been derived from other ancient practices of other cultures. The nice thing is this is all packaged up into a week long trip and you're focusing on these things basically all day. By the time I left I had felt comfortable with the breathing but wouldn't say I "mastered" it. I think this probably takes months, minimally.
I still do cold water showers daily and living in a northern part of the US I'm afforded relatively cold ground water - however I seek colder often. I thoroughly enjoy it at this point and if I accidentally finish a shower "warm" it feels incomplete and I'm not, obviously, alert like I am after 3-5 minutes of the cold.
I've missed 80% of what I got from the class in this short write up - but overall if you're curious and have an open mind about the methods you'd enjoy the class. I met a lot of great people on the trip and never felt it wasn't worth it. The instructors were great. And to clarify you're not always with Wim - so if that's what you're after I don't think those classes exist anymore. But the reality is I enjoyed our instructors presentation more than Wim's. He's very opinionated and constantly talks his mind. While I can appreciate that I could see how spending an entire week with only him could wear on certain people and potentially distract.
I should spend some time writing a more detailed review of the experience. I took notes daily and even though it was just over a year ago I feel so many aspects of it resonated with me and I'll continue to use the tools I picked up during the course for years to come. Finally - other acquaintances of mine attended after me and had similar experiences. I wouldn't say it's for everyone, but again, if you're curious and have an open mind it was well worth it.
Edit:
Oh, and Mt. Snezka is 110% validation of your short term learnings. We went on a very windy a day, and while the Mt. is not tall - it's an entire day adventure. I remember being close to the summit, winds at 30-50mph gusts with icy snow cresting over the path having only a hat, shorts, boots and a backpack on thinking to myself how awesome it was to have found that level of control. Nobody had frostbite, everyone made it and it gave everyone a lot of that "inner fire".
One I read last year that was one of my favorites is "What Doesn't Kill Us" [2] by Scott Carney. I went and did a week long Wim Hof class after reading it and the book was a great preread that gave me perspective and context for the trip.
[1] https://www.goodreads.com/book/show/37703548-dream-teams
[2] https://www.goodreads.com/book/show/30039048-what-doesn-t-ki...