Either the front deraillure mechanism froze (with ice) or the cable has enough ice build up and again froze. At 6F, I wouldn't think there would be enough water (liquid form or super cooled water) to have splashed onto your bike and then freeze.

However, it is most likely the cause.

When you said shift down, I presume it was the front deraillure? or was it the rear deraillure.

On the front deraillure shift down requires yout to "lead out" more cable and allow the spring on the mechanism to do the shifting. Shifting up (to a larger chain ring thus making it harder to pedal) will require to "pull in" or shorten the cable thus you are physically pulling the deraillure to the larger chain ring. I hope this makes sense.

smilingcat