Thanks for the info guys. I'm not so much worried about brittle metal as I am about cold or possibly frozen lubricants and what that might do to my derailleurs and other moving parts.. Also possible damage to the tires from cold, perhaps more risk of blow-outs? I'm likely overthinking this and probably should focus more on keeping myself warm but I don't want to be stupid about it. I did find a neoprene face mask with an actual respirator valve built into it which is a vast improvement over my regular one that gets wet around the mouth and nose. It makes me look like something from "Star Wars" but helps my asthma.

BTW, as much as I would like to be in Scotland I am, alas, located in the Midwest.