We cook under canopies - as well as sleep. Generally, for our weather, we take winters off so we do not have to deal with the extreme cold. Lowest we have stayed over night is in the 30's and that gets pretty darn cold when you are sleeping. If you have heavy side walls like welding mats a heater would help. We will bring a tent if it looks like rain or wind to help protect things if needed.
Rub'n Wood Team BBQ - "Stroke It, Stoke It, Smoke It"