Well, I think the propane and the tank will take the cold without worry. Propane will not gel, it was likely diesel he was referring to. However, I wouldn't leave a propane tank out in the elements for long and expect it to last. I've seen many, many failed tanks that were all rusted out on top because someone left the bbq out on the patio all winter and the tank that went with it.
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The ultimate result of shielding men from the effects of folly is to fill the world with fools.
-- Herbert Spencer, English Philosopher (1820-1903)