My skiing is in the Pyrenees and Massif Central which are probably don't get as cold as some parts of the Alps and N America.
I use a pump worn on the waistband of my salopettes with jacket etc over it. I haven't experienced any problems with insulin becoming too cold. When I used pens then I'd keep my rapid insulin pen in my small daysack with some insulation ie small amount of bubble wrap and a scarf.
The bigger problem can be the glucose meter, its fine if its kept in an inner pocket but then its fiddly to get out and not easy to get out strips and insert strips, hold onto gloves etc. ( probably would be easier with the all in one accuchek mobile but that wasn't available here in France when I got my last meter)
Normally, its OK in my rucksuck , kept in the same way as the pen but I have had a couple of occasions when I've tried to test and got a temperature error either outside whilst skiing or when I test just before lunch in a restaurant. The meter seems to warm up quite quickly inside so that's no problem . If I feel low nowadays, I'll just take some dextrose without testing rather than faff about with the meter outside.