Be sure to not check your app too often. Whenever you do, the car will wake up (or be prevented from going to sleep), and no matter what the cause, a Tesla that's awake uses more power than one that's asleep. I don't know for certain if there's an interaction between wakefulness and temperature, but I think there probably is. I've noticed that when my car is awake and plugged in when the temperature is low, my EVSE (which is network-enabled and so records energy use for me) reports periodic brief bursts of electricity use; but when it's asleep, this doesn't happen. I haven't yet tried to track range loss when unplugged in the cold in awake vs. asleep conditions. My (very tentative) hypothesis is that the car is trying to keep the battery warm when it's awake, but it stops doing this when it's asleep. If it does the same when unplugged, then you'd see accelerated range loss when the car is awake in cold weather, but not when it's asleep. Note that I've had my car only since late March of this year, so my experience with cold temperatures is still limited. Also, I live in Rhode Island, just to help calibrate my climate. I have a driveway but no garage, so my car is exposed to whatever Mother Nature throws at it. I know you probably want to track what's happening so you can take action before you end up stranded, but I suggest you exercise restraint. In a worst-case scenario, when the Model 3's SoC drops below 20%, it goes into an ultra-low-power mode, so you should have enough power to reach an EVSE, or ideally a Supercharger, to get more juice to get home.
Note also that at least much of the reason Sentry Mode uses more power than not using it is that it keeps the car awake whenever it's in use. Thus, if my hypothesis is correct, the range loss associated with Sentry Mode will be much greater in cold weather than in warmer weather, since you'll get the hit not just of keeping the car awake per se, but also the hit of extra battery warming.
On the plus side, if the battery is warm, you'll get more in the way of regenerative braking, and in extreme cases better acceleration, since a cold battery performs poorly and will limit both of these features. Of course, you can wake up the car and precondition the cabin temperature a few minutes before you want to drive to get the same improvement.
FWIW, I noticed something similar, but not identical, with the Chevy Volt that I drove before my Model 3 -- over the winter, if it was plugged in when it was cold outside, I'd see brief spikes of electricity use every hour or two, so I suspect it was warming the battery when plugged in. If I unplugged the car, I saw no range loss, so I suspect that it was not trying to warm the battery using only battery power.