I have had a very similar experience, being from Ohio our winters are close to as cold as yours. My question is: did you start experiencing this after your car sat for a little while in the cold, with the parking brake on? This is what happened to me, it probably sat for about a week and then when I drove it I could immediately feel the brake was dragging, there was some resistance and even slowing down when I put the car in neutral.
If this started happening a similar way, the issue is most likely a stuck caliper, specifically if it is the rear brakes (it appears to be from your picture) then what is happening is when you pull your e-brake, handbrake, etc. the cable is pulling on this little arm too tightly, and then when you release the e-brake, the caliper is staying stuck so it’s constantly causing friction between the pad and rotor.
To check if this is the case, sit in your car either in park, in gear and turned off (manual), or just on a flat piece of ground. Basically just make sure your car isn’t moving without touching the brakes. Then very gently pull up on your e-brake. Do you feel resistance? If you immediately feel resistance, you’re good on this aspect and it’s likely just a caliper issue. BUT, if you lightly pull on the e-brake, and it feels a bit loose, like you could even just jiggle it up and down, then your e-brake cable has pulled the caliper too tight. Another way to look at it is you pull the e-brake and about 10-20% of the full pull of the lever, it is very light, and you feel resistance once you get past that distance of lightness, this is happening to you.
If that’s the case, make sure your car is in park, in gear and off, or even put some wood blocks under the wheels to stop it from rolling. Get underneath the car and find the location where a thin metal cable connects to a small arm on the caliper. This is what the e-brake pulls. This will require some strength, but really jiggle and mess with that little arm, if it’s not locked then you should be able to press it in with your hand, if you can’t, that’s where your problem lies. Really just mess with that arm, try to get it unstuck, get back in your car, pull the handbrake, jiggle it, then roll down a low incline hill in neutral. Do you feel the car slowing down without pressing the brake? If so, repeat the process. Just try to get that arm unstuck, and once you do you will feel it in the handbrake. There won’t be that “light” or “loose” feel anymore, and then NEVER pull your handbrake when parked again. I always park in gear now (my car is a manual) as there’s no need to pull the e-brake. I even got my calipers replaced and it got stuck again, so I don’t think replacing calipers will fix this if you have the issue I’m describing.
Best of luck!