I live in MN and brew outside year round. I remember one brewday with my uncle that was -15°F. Never had any issues. I take it inside for the chilling though with an immersion chiller and a little snow in the sink.
Wyeast 2124 Bohemian Lager ferments well at ale or higher lager temps. Use a swamp cooler and ferment as low as you can. Look up the Brewing TV episode on lager workarounds. I found this very helpful.