Since some people appear to be afraid or incapable of controlling a very simple, small alcohol fire contained in a very stable Trangia or similar burner and call it "faulty in design and hazardous in use" but appear to believe that gas stoves are perfectly safe: gas stoves can and do explode occasionally. There are plenty of examples online and 3 kids were also brought to the hospital at a festival I attended after their gas stove exploded in their face while they were cooking. This is how it works:
When using a wind screen around the burner and canister the temperature of the canister and thus the contained gas will rise, increasing the vapour pressure of the gas. For a 70/30 butane/propane mixture the pressure inside the container will rise from 1 barg at 0°C to about 6 barg at 40°C, further increasing with temperature, that's quite an increase. Obviously gas containers have their limits and will burst when the internal pressure becomes too big compared to atmospheric pressure. With careful use, this shouldn't be a problem though and you'd have to do your best to overheat an external fuel bottle connected by hose to the actual burner.

So safety risks gas vs alcohol:
- gas: don't overheat your gas canister or it will explode. (a pure butane canister from Campingaz has a warning on it not to heat the canister above 50°C for risk of explosion)
- alcohol: don't throw over your alcohol stove or you will have to extinguish the fire with some water, also don't add alcohol to the burner when the fire is still going or if the burner itself is still very hot.

Gas canisters that I've seen around here (Europe) are clearly marked whether they contain pure butane or a mixture of butane and propane, both are sold. In the latter case the mixture composition is also mentioned since the propane addition does bring the usable temperature down a lot: a 70/30 butane/propane mix has a boiling temperature of around -20°C, which is quite a bit better than the 100% butane canister that only boils at 0°C. A pure propane canister even starts to boil at -40°C. Available in the local outdoor store are Campingaz with a 80/20 mixture rated to -10°C, Campingaz pure butane, Coleman with a 70/30 mix and Primus with a "4 season" mixture of 50% butane, 25% propane and 25% isobutane.
So no, don't expect butane canisters to contain a mixture of propane and butane by default and no, the difference is not small, there really is a big difference in usable temperature range by adding propane (and/or isobutane).

Winter camping is really nice by the way, especially in snowy forests.

But again, all 3 burner types (multifuel, alcohol and gas) are all usable for camping. I've happily used both gas and alcohol stoves and look forward to try out a multifuel burner one day. Choose a type based on your preferences and the conditions in which you plan to travel. And don't forget the alternatives including wood and Esbit blocks.