If Ithaqua awakens because the Doom Track is full, do any Investigators still on the street suffer his "stirs in his slumber" effect (i.e. the loss of 1 stamina) which occurs at the "end of the Mythos Phase"?

I've taken final combats to be some place that is neither Arkham nor the Other Worlds, and is neither a Street nor a Location. So any effects that would operate on those (Claustrophobia) would not operate in final combat.

However, I consider all investigators to be in the same "location," so the Paranoia card still takes effect.

Tibs said:

The effect triggers at the end of the Mythos phase. When an AO awakens, the Mythos phase doesn't get a chance to conclude. So, Icy Winds would not apply.

Yeah, I believe that "stirring in his/her slumber" effects would normally apply during the Ancient One Awakening, but the Final Battle doesn't take place in a true location and supersedes normal turn order so sometimes some effects get disrupted.