What is the under-uniform?
Do you do an indoor warm-up?
Mind over matter... sure... but standing outside for a couple of hours, holding on to a freezing piece of metal is not really fun. When it's 20 degrees outside.
Trust me, I'm from the north and I've played in weather much like what you're describing. But we were allowed to wear winter coats over our uniforms in our college marching band sections. It was a different scenario. HS didn't compete in December.