Its not the cold that is the problem, its humidity, or lack of it! I was using CA in my shed on a very sunny but way below freezing day. The air was so dry I had trouble getting the wood to bond! As someone said just breathing on it helped. This dry air went on for a week or two, and other local club members told me they had the same problem. I keep a perfume atomiser full of water for such occasions now!
Cheers Neville