Interesting. I've shot matches in pretty much almost every type of weather (wet, cold, snow, rain, heat, dust, etc.) and never had any issues with any of mine except the race gun. It didn't like dry, dusty, 100+ temps. Got some grit into it and with the springs being lighter then normal it wouldn't go into battery all the way at times.
Anytime I hear these stories and the words Winchester white box together though I always suspect the ammo first. There is nothing really in the Glock that should be affected that much by the cold and wet, heck you can actually fire the gun underwater if you are into those type of things (youtube it to see that).
Did you check to see if you were picking up crud in the mags or chamber? How old are the mags? Which followers are you using in them? How cold is cold? How lubed up was the gun? You got a plug in the grip? Any mods too it?
My guess would be that it's not the firearm or the ammo if they have both worked with good results before but the lube you're using on them. I've have problems with different oils gumming up some in cold weather, I have since whiched to Weapons Shield and it's worked great in the cold and snow in Alaska from the heat of the desert all over the middle east.
I've fired a Sig P232 in near freezing temperatures with rain, I was using the cheapest steel-cased brown bear I could find and had no problems. I was using Hoppes oil. I've also fired my AR in sub-freezing temperatures with an oil called Pro-Tec, but it gave me a horrible rash so I discontinued use. I've switched to M-pro 7 since but haven't run it in anything but hot conditions; I've had zero problems.
Is the Glock new... just something I have not seen mentioned but how old is the pistol. Just saying I had an G34 I bought that was very used and was an early run too. I had hell with one of the mags but the old follower mag recall fixed it.
The biggest issue that I did have was solved by changing out the recoil spring.... the guy before me really must have put alot of rounds down range over the years with it. ran like a top after that.