If you are talking about a padlock you will have to hold in in your hand as you pick it, and cold hands are tense, this changes your skill.
if it has non stiffening lube (graphite) is should be ok internally, there is a product that combines graphite and alcohol that is used on frozen locks, alcohol supposedly melts ice, its what the airlines spray on wings before winter takeoffs.
rain can get in and freeze to ice, and this can then be chased out of it with a small torch.
working outdoors in cold weather can be a real challenge.
I make picks that some say have no handles, but they are quite small and I have invented ways to pick wearing mittens, by simply poking the pick shaft out of the mitten through a hole and the same for the tension, but you have to make sure that the holes are placed ergonomically so that the mitten does not become a factor
It must be cold in those mountains in oaxaca
