I don't know if you mean a feeling of cold, or if you mean a sickness. In English, it only makes sense "to have a cold".
As for a static verb, yes your guess is correct here but "have" is not always a static verb because it is used to signify other actions, eg. to have breakfast, or to have a shower. In these cases "I'm having breakfast/a shower" is perfectly acceptable because you can visualise the action (the basic rule to dynamic verbs).
If you say "I'm having a cold" (ie. sickness), then that implies your illness is deliberate and it is welcome, much in the same way one could say "I'm having guests".
Hope this helps.