"Thermal Shock" failure is one of those things that more people have heard of than actually seen... but a few people that I know who have seen it, I trust.
I have never actually seen a barrel burst from it, but have seen pictures of a couple of rifles that were said to have burst as a result of low temperature firing -- B.J.O. is reported to have documented some barrels bursting in cold weather and a few of the barrel makers do not recommend light contour SS barrels in cold weather... Krieger makes the recommendation to avoid SS in cold weather on their web site.
All of that said, given the temperature you are talking about, I would not worry... first off, that is not really that cold, I think Krieger and others call sub-zero cold? Also, 416R is the real culprit and any reports of bursting barrels is always in a large bore rifle with a light weight contour, given the ratio of bore to profile of a SS AR barrel, I would think it would never be a problem.