You're making the right move by filling up in the local area. The fuel stations will try to have the correct blend for the local weather. However, make sure you drive it for a while before stopping, so that the new fuel mixes old, and also clears through the filter.
My cousin thought he would be smart, and left his Mercedes running. It survived just fine, but ruined my dad's garage door, since it was backed up against the garage to protect it from the wind.
coldest rated diesel you can get is -30 celcius. You can run straight kerosene til -50.