Nice location!
The fundamental issue is that lithium ion chemistry does not charge well below freezing; bad things happen when lithium ion batteries try to charge cold. Tesla recommends the cold weather kit, but it is pretty minimal, and dependent on parasitic heat loss from the home, which may not be much if the house is well built.
I would be thinking about a wintertime add of extra insulation, a sheet of foam, an enclosure with insulation, with a temperature controlled cooling fan, whatever it takes to help keep the internal temperature up during the winter.
I
assume that the internal controls in a Powerwall will trickle charge/heat the battery to get the internal temperatures up before allowing significant charge. I believe the vehicles do this routinely.
You can help your batteries in the wintertime by grid charging / usage timed such that when the sun comes up, the batteries are already warm and able to accept full charge rates. (But that assumes sufficient winter insolation, PV size, and / or the grid being present)
My suspicion is that it is a minor energy issue until the power is lost, and then it gets to be more of shutdown issue if the batteries run down during overcast, e.g. a storm.
All the best,
BG