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So much this. Instructions do say avoid low temps for storage (I think sub 8c is non ideal, and sub zero is a defo avoid if you can).
Have found battery dropping off a cliff and then stopping drive (but lights and shifts will continue for hours and hours after) when riding at night and the temps drop. A battery cosy isn't just a fashion statement they are defo useful in winter.
Our steps e8000 bike has been part used nice, and part abused in the battery dept. Run it with two 504wh units and the shimano steps software doesn't show any degradation yet, only done 1800/2000 miles though, soemtimes stored indoors sometimes left outside and its always cold here. At £500 a pop I should probably look after them more but I guess its useful knowledge to see how they fair in real world use in this climate.
Remember to keep your battery indoors as they don't like cold weather.
Same applies when charging your battery - it is better done at room temp.
I have learnt that the hard way on my Douze but found a decent place in France for replacement batteries https://doctibike.com/fr/