Since a while I have an odd sensation in my left eye. It feels cold, as if wind was blowing into it, sometimes also as if there's pressure on it.?

Germany has.. .one of the best health care systems in the world (better in general than the U.S.). You need to take advantage of it. Bitte! Any abnormal sensation of the eye or even the area around it needs to be evaluated. Treatment depends on the cause. It may be something minor, but, when it comes to potentially serious problems, the eyes have it.