I teach search and rescue people how to travel on skis or snowshoes and live in winter mountains. If you are prepared, you can stay out in sub-zero for days and days very comfortably. A key skill is constant regulation of your body temperature. You never want to become too hot/sweaty or too cold. If too cold - get into shelter, drink something hot, eat carbs, add clothes, move faster. If too hot - remove clothes, or…
Stumbles, fumbles, mumbles and grumbles.
These can be relatively early external signs of altered mentation and potentially of the on-set of hypothermia.
Hypothermia can occur even in fairly warm temperatures, too; you don't need freezing temperatures.
When carrying food, remember you're going to be eating a whole lot more when it's cold and you're exercising.
Avoid cotton clothing, as that gets and stays brutally cold when it gets wet. Wool or synthetics work much better.