Can we just go back to the original question, were the moulding compounds hot or cold? 
This, I think, is important. 
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| And what about statues that weren’t life-size, and non-metal ones that can’t have been cast? |
Life size models can be down cast by reduction in techniques that use calapers of all things. Drawings and even plans would have also been utilised.
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| BUT how would they have got the foot out, leaving the mould intact? |
A piece mould. You remove the mould from the foot or appendage in pieces, put it back together and then cast into it. I have a big problem with the supposed use of lost wax moulds… that can go back a few eras. I dont think they used it as much as what is said.
None of the techniques are that hard to work out how to do.