When I was a kid on the farm I found a lady bug buried in the cold dry wheat. It was 20 below (-30) and the little bug looked frozen stiff. I picked it up and held it in my bare hand for a minute or two until I felt it moving again. It wasn't dead it was just hibernating
I always help these guys on their way in the garden. I like to think they are on my side in the battle against everything but mostly aphids in their case.