I can guarantee that water in a Nalgene will freeze at 32F (0C). This is basic physics.

What you are seeing is that it takes time for the water in the bottle to lose its heat and reach 32F. The Nalgene (white PVC I expect) has less thermal conductivity due to its thickness than the very thin plastic of the bottled water container.

There are other solutions for freezing ranging from thermos bottles to insulated bottle holders to tucking your water bottle into your shirt to keep it from freezing. I prefer to put hot water into my bottle before tucking it into my shirt and then going to bed while winter camping :-)

unimogbert