Yes, I find that if I lace my skates too tight over the arch of the foot, it will cut off circulation and make my toes numb. So I lace fairly tight in the toes, a little looser in the arch, then tighter again at the ankle.
I think it's interesting how different some of us can prefer to lace our skates. I can't have my toes too snug or they'll get cold and numb faster.. my toes already fit pretty snugly in my skate, so I only snug up the laces to take out the slack in the toes for the first 4 holes or so, then a little snugger over the instep/arch (not very tight though), then I tighten it up a lot towards the ankle, I keep it tight for the first two hooks, then loosen up a bit towards the top (if I don't, I get blisters at the top of my boot)... that seems to work best for me, to keep my feet comfy and my heel locked in tight.
Anyways, I haven't personally found a good solution for the "not moving around much" coldness and eventual numbness that goes along with LTS other than trying to move more - which is hard in limited space, but try to spend as little time as you can just standing in one place - just doing rocking horses while your coach is talking to the group can help a lot. I know being in the opposite position as an instructor, I try to keep moving as much as I can, and that does help, but it's hard sometimes depending on what is going on in class.