NOW I can 'see' what you're talking about. At first, I didn't take the 'part in question' to be located where you first described.
On my grill, my coupling is brass. It actually came with the grill. Yea, it's been cold as HE-2-sticks in my neck of the woods too. In fact, the plastic COVER on the grill is suffering. The top layer of plastic is starting to separate from the underlying 'felt'. It's only 3 years old and will need to be replaced this Spring.
Yup, I'd bet my $$$ on the cold as being your culprit. Like a ghost, you can't see it but you can sure as heck FELL it.