Well I live in Saint Paul, MN and we’re in the 2nd cold snap in the last few weeks. I have a motion sensor on my front porch and I’m finding it gives up and stops working once the temperature gets to 0F or less. It’s a little disappointing since I thought the ST folks were mostly local and hardy sensors would be on the top of their priority list 
I did see this sensor come back to life when the temperature rose to 10-20F but I do worry what affect this is having on its longevity. I presume the main problem is the frozen battery?
I’ve got a Motion Sensor in my unattached garage. Here in Michigan we’re getting similar temps… a little warmer though.
I’ve got it plugged in and hasn’t had any problems, so I agree that it’s batteries just stopping.
@Urman has place one in a freezer and it continued to work. Try new batteries maybe and see if that continues?
The batteries will stop giving enough power before the hardware will fail from just cold. I keep a multi outside in Minneapolis.