Nobody wants to do a freezing temperature install. In fact, if you can avoid it, you should. Your sealants will not activate until a few hot weather days. Shingles will not lie down as nicely until warm weather allows them to relax.
But sometimes there is no way around it. This is usually because there is an active leak and the buyer has an uninformed realtor who suggested to get the roof installed prior to a closing.
So how do you get around the problem if shingles having micro-fractures every time a nail hits it? The short answer is that you need to hothouse the shingles. This can take several forms, but the best option is for the installer to have an enclosed trailer (or a garage will do) that can be heated to a temperature that the shingles become pliable and flexible enough so that they won’t shatter or have micro-fractures in them when a nail hits them.
Having an enclosed trailer also allows the installers to take a break from the cold temperatures.
Some manufacturers will warrant a shingle even if it is put on in zero degree temperatures. That’s a bad idea. Read some of the roofing warranties out there and it will be clear that a lawyer wrote them with the intent that they’re never going to pay out.
Underlayments are also critical in cold weather applications. It’s best to use a breathable and very flexible underlayment if you absolutely must do the install in cold weather. Any moisture can then be allowed to escape.
The bottom line though, is that if you can avoid doing a roof in temperatures below freezing, avoid it. Clever installers will sometimes start a tear off in a cold time of day, and then do the install when the shingles have an opportunity to warm up (30 degrees or so) so that your shingles aren’t brittle when they’re being installed.