Trevor, I get concerned about the freezing causing cracking of the containers... and having uncontrolled leaks. (They don't make Rubbermaid the way they used to! :)). Other folks say the Iron withstands the freezing... I just prefer not to validate that with a Gris #3 Oval Roaster... ::) ::) or a Clows WI.....
If I had heavy plastic barrels for my lye baths, I would worry much less.
I have a plug in, heated, 16 gallon tub, that I wrap with an insulated blanket, but I don't know if I am going to set it up this winter. (keeps the lye at a toasty 60° with the lid on...)