I can guarantee you it was not the "cold". I've shot in all kinds of temps from the high 90's to as low as -23F without problems. I've only ever had one FTFe and I suspect the magazine.
If your magazines feel heavy to load, it is very likely that you have some foreign object that hinders follower movement. This might prevent the follower from rising high enough for the bolt to catch the next round. I suggest you disassemble the magazines and check them for proper function.
If you find nothing wrong with the mags, it's time to check for cycling problems: chamber one round, depress bolt catch and fire. If the bolt locks back, you are good to go. If it doesn't, you either have a gas problem or something is slowing down the BCG. Perhaps an issue with the buffer or buffer spring. These are easy to check, so I suggest you do it.
Let us know what you find out.