Most livestock can cope with cold, it’s wet that does the damage. And with snow and sheep, drifting can be dangerous, as can narrow irrigation / drainage ditches, which when covered by snow can become death traps.
Ex-BH used to feed his commercial sheep hay twice a day when the ground was frozen and/or covered in snow. Generous quantities, spread out in a long line. They’d eat most and then lie on the remainder, which presumably was warmer than snow as a bed. And if he wanted to give hard feed too, the line where they’d lain on leftover hay provided a hard surface to dispense the feed and not lose it all in the snow - better than troughs in that sort of weather.