Ken and I were just talking about this a few days ago.
It was about 5? years ago we did a cold weather shoot and it warmed up to about 17 below zero. I remember it was in the mid -20s when I left the hotel in Salmon. I chose to stay in a nice warm(ish) hotel and not at my cabin as I wanted a hot shower and not have to mess with stoking my wood stove during the night.
I keep a fair bit of supplies in my old Land Cruiser during that time of year and it was a good thing as I needed to run my backpacker stove on the inside to defrost the windows in a timely manner since the Toyota straight 6 was just not cutting it.
A few takeaways besides human performance slowing down, which was significant with everyone, was that while rifle powders seem to do fine in the cold, many of the pistol powders were not performing well. We did not have a chronograph, but you could tell that the pistol ammo was not up to par and most the 9mm ammo felt like shooting a 380. I was running a Gen 3 G34 and while it ran fine due to the fact I was running 0w20 motor oil, for lube, the actual ammo was quite weak.
Lot of guys had significant problems getting their ARs to run until they removed the lubricants from them as much of it was gumming up. Lighter weight lube sparingly applied helped.
Aside from that, all I can say is that I tend to keep internal furnace going by eating higher fat content food when I am going to be in very cold environments. I eat a lot more peperoni sticks, jerky, cheese, nuts, and things like that when I am outside in very cold weather. That and more peanut butter than a normally would. There are no shortage of ways to meet a persons needs, but the point is that in below freezing temps your body consumes more calories. Plus you need more water.
If your body has warm food and liquid inside during cold weather, you will perform better, and be willing to go further, no matter what your objective is. At least that has been my experience.