I'm not sure how hardy the Founders are. I was wondering what would happen if the Female Changeling, Odo, or another Changeling/Founder visited the Breen Homeworld. The Changeling in question must not morph to an energy-producing form; he or she (it) must remain in a "humanoid" form.
In DS9: Chimera the changeling Laas appears in the form of a warp-capable spaceship. He seems to be more than capable of surviving in the vacuum of space where it's rather cold as well as morphing into a mobile liquid shape while still outside the Runabout.
There's no good reason to assume that a Founder wouldn't be able to maintain a humanoid appearance in extreme cold temperatures.