When the bike shuts off, muscle power is all you have. And these mid motors like Bosch, with small front chainrings and an internal reduction of etc. 1:2.5 (where the chainring spins 2.5 times per crank revolution) , can feel somewhat sluggish to pedal unassisted.
I can only say from my own experience, but below 40 F is where things start to get hairy, and you can't trust the BMS not shutting the battery off at random. With a winter cover, never a problem, even at 0 F.
The battery has quite a bit of thermal mass, so if you wrap it up tighter than a cat burrito, it should hold its heat for a good while.
Lights only take up a few watts, whereas to generate any resistive heat inside the battery you'll need at least ten times or more power draw, so riding at a high assist level will generate a fair bit of resistive heat, but low assist or just lights won't. For example, in my posts above I tried charging the battery with the winter cover on for a few hours, and my charger is 2A at 36V, so there's 72W going into the battery, and it received nearly no heat gain above the ambient temp.
These brand name bikes are pretty well protected against software tampering, or even pulling out any usable metrics. A voltage drop would only occur when the frigid battery chemistry can't keep up with the load (Amperage), and the BMS shuts it down since for all it "knows" low voltage equals low state of charge. Low voltage could end up frying something anyway, so it's all for the better, and rather than logging when it happens, you can just prevent it from happening by controlling the operating temperature with thermal insulation.