There'll be others more experienced along shortly, YG, but I had younger pigs than this through a spell of -21 last winter. Plenty of straw in their outside house and I brought them into a straw bedded area in the byre overnight and when the ground was covered in a thick layer of snow (and/or deep cold water) and they were fine. They were Oxford Sandy & Blacks - fairly robust and hairy types.
With horses you feel their ears to see if they are too cold - not sure if it is the same for pigs but I feel the ears of mine anyway. Oh, and when my wee ones were a bit cold (at 10 weeks in a draughty shed - draught now blocked off) I could see goose pimples on their skin, even through the hair. (And yes, their ears were cold - but so was everything!)