In extremely cold temperatures the chemical reaction that is rust slows way down, so the lightest coats of iol on the outside surfaces is all that's needed. On moving parts though one should go VERY sparse on lubricants. Once you get in temps below 40 degrees you worry about the oil or grease in/on the firearm causing things to slow down or bind. Grease at 35 degress or colder can act like chewing gum ... old chewing gum. And some oils in cold temps act like grease, stiff grease.
Once your gun is squeaky clean and dry the lightest amount of teflon or grafite types of lubricants are best for extremely cold temps. On moving parts anyway.

I actually like to go with very clean and nearly bone dry firearms in very cold temps. Oils don't help with moving parts much in really cold temps and the rust protection is a moot point under 35 degrees. Once you bring it indoors that's a different story.

As for the bringing it indoors problem, I do as follows ...
I bring the cold gun inside in a case and take it to the basement and put it on the cold cement floor. I then cover it with a lot of blankets or my hunting clothes. This allows the cold gun and case to slowly come up to room temperature and doesn't allow condensation to form like when a cold weapon rapidly warms.


So far I've not had one bit of condensation form when following this regimen. The gun can then be cleaned and put away the next day with no rust worries.

If the gun needs to come indoors wet then you have a different issue and you'll need to get rust inhibitors on it quickly