I just jumped into the end of this thread. I have done minimal riding in sub freezing temps, but enough to see the power changes.
Yes, Lithium doesn't like cold, or hot for that matter. Try to charge inside so the cells start out at 70F. You may want to try a neoprene Velcro wrap to add thermal shield and maybe save some self generated heat.
Remember, charging Li below 40F will decrease battery life.
good rides.
Bike On