Since I field-strip and clean after each shooting, I haven't observed or am particularly worried about brass shavings. FWIW, brass shavings seem to occur with more frequency with practice/dummy rounds than actual live fire cartridges.
I agree with the possibilities of grease congealing at low temps and inducing operational issues. In cold climates, I'd probably remove grease from my lubricant palette, and go to thinner viscosity options (or even Dri-Slide, but only for low roundcounts).
Best, Jon