I'd say it's something to do with your cables... when it's in the second-largest cog in cold weather, can you pull the derailleur into line with the cog?

If so, lube is the place to start. If not, I'd be asking other denizens of freezing climes who make the best cables.

...Actually, scratch that, since the cable is pulling the derailleur further than it should go, I can't see it being a lube issue.

Seems to me your inner cable is contracting more than your housing. If all else fails, I'd try shimming the biggest three cogs across a fraction.