I just saved one sim from Grim after she collapsed from freezing. She was on the street in front of my sim's house and my sim convinced her to group up. It would take too long to walk back to my sim...
I am now in winter as well and so far noone died in my neighborhood (WIllow Creek).
I had joggers run around in training clothes and get cold (getting white skin and sometimes even shivering), but none of them got to the point of collapsing and dieing