Anyone know what could make my interior fan blow warm air when on the 'cold' setting? My first thought was that the engine might be overheating but on the dash it looked fine.

Hot water always flows through the heater radiator,inside the car. Cold air is selected by opening and closing a flap to direct hot air or cold air into the car. The flap is in the heater box and is not moving cos of a flap fault or cable fault. Check both ends of cable to check they are connected and working the flap.