My vote was indoors with the allowance that when I lived in a place with actual winter (NH and VT), my winter speed work consisted of working on ankle strength and going to the field house and doing running 50 meter sprints taking steps no longer than the length of my foot. I rode FG outdoors, but just LSD, down to about 10 deg F.
When I moved to Seattle, where by my standards they don't have winter, I did do specific speed work outdoors and rode rollers if it was raining really f'n hard.