one problem I found is that the 02 sensors don't get hot enough to signal properly in the cold (-25 and colder), wrapping the exhaust pipe/cat in heat resistant insulation seemed to help a bit.
also full synthetic motor/tyrany/gear oil help cold weather mileage considerably. I've seen both trany an motor oil gel up like Vaseline, and regular 80/90 weight gear oil at -40 has consistency simular to roofing tar. its just extra work for the motor to push
Ive seen motors seize in big diesel trucks because the oil pan heater quit, oil got so thick it wouldn't pump, and the driver didn't notice the big red stop engine light, or that it had 0 oil pressure.