I spend a lot of time out in the cold dark night looking for Aurora. I use the same cable release and have the same experience with cold making the plastic cable covering brittle.
I purchase replacement releases on the used market for a fraction of the cost of a new one. They are OEM Nikon. If they break, they break.
I have used cold weather electrical tape at both ends but the bottom line is that the plastic formula is not flexible at -25°F. Even if you cover the cable with a more flexible substance the underlying material will be brittle.
A radio unit such as a pocket wizard might help me but you still need a cable and the pocket wizard would have it's own issues with cold making the housing brittle and draining the AA batteries.
I was out one night with a group of Canon shooters and one had a remote that appeared to be made of a low temp silicone.
I have not found any third party reliable cold weather remotes for use with Nikon. Mike in Alaska