I am reminded of a saying from my esteemed brother, who retired to Bemidji, MN, to escape the innervating heat of Houston, TX - "There is no such thing as bad weather - only bad clothes."

He definitely has a point; forty below is just fine, as long as you are suitably dressed, aware and thinking straight.

As for a fuel in those conditions, what's the issue? Go with white gas or kerosene.....Not as superbly convenient as a canister stove, but it will get the job done. Again, you must know what you are doing, but that is true in most of life's situations.