Most battery operated devices in the price range that works with smartthings only have an operating range specified down to 0°. That’s just physics.
There are a few models that may be able to work in colder temperatures, but they generally cost more.
If you can’t shelter the device in some fashion, then usually your best bet is to switch to a mains powered device.
The following thread should be of interest:
Cold weather temp/humidity sensors? (Mains power or battery)