Here is a copy of the manual (I am guessing at the model). You should be getting some sort of error code when it shuts off. I haven't dealt with an Atwood in several years. The cold weather could conceivably cause a low gas flow issue, however, those don't normally show up until you get really cold like into the near-zero range. They do make varying grades of LP depending on the part of the country you are in. They vary the mix of gases in colder climates to help with flow and ignition. We have run into an issue before where someone had purchased LP in Texas during the summer months, then tried to use it in Montanna in the winter months. Didn't work out too well.