As long as the batteries are in good shape, I have no problems with my motion detectors and door sensors, which are outdoors (front porch), in my unheated attached garage, and in the shed out in my backyard.
However, if the batteries are marginal, and stop working due to drop to sub-freezing temps, then, yes, I have problems. But that, IMHO, is a battery fault. Replacing the battery with a new, fresh, one, quickly solves any such problems.
BTW, the wall switch modules, both in my garage and out in the shed, have no problems at all, regardless of temps (and of course, the wall switch modules use AC not batteries).