Great post Larry. I hope you don't mind, I added a few words to the post to make it a little more detailed so people would know and find the cold weather problem you describe (hope that's okay, if not, let me know and I'll change it back)
When it's that cold outside I keep the drain pan empty and monitor the grease build up.
Another option would use a thermal blanket around the outside legs of the smoker to block the heat. It's the convective winds blowing across the pan that's making it cold in that pan.
I've also been know to keep a wood dowel or rod handy to poke down through the hole.
I've also head of some using a hand torch to heat up the pan near the grease (NOT trying to ignite the grease).
I'm not sure, maybe that's the aluminum pan option Basic Patrick is talking about. Putting one pan inside the other