Hello Nathaniel,
I'm in Vermont and have similar concerns. I know someone who built a rocket heater in an unheated garage and it froze before it cured. Yes, it fell apart. No surprise.
What gives me fits is how extremely long it takes a thick cob wall to cure completely. I think it's more than a year before *all* the moisture is driven out. If you had it up, dry to the touch, load bearing, and roofed over (at least a month's cure, I'd think) then so long as the house were heated from within you'd probably be okay. But if you only got partway through the project before winter locked down, I don't think you'd have much structural integrity to work with by the time spring arrived. You'd be under a brutal time clock. In the North, you'd basically have to finish the whole mudding part of the house between the end of May - the end of August (or maybe September given climate change) and then have the roof on and the stove fired up by mid-Oct at the absolute latest. Three, three and a half months to move all those tons of mud. Ouch.
And also, I do think you wouldn't want a mass house in a cold climate without some heavy duty insulation, and insulating a curvy cob structure can be a challenge. I'm trying to come up with a better perlite plaster solution than I've heard of yet (
https://permies.com/t/170809/Properties-perlite-waterglass-plasters ), and trying to avoid building out a second wall and stuffing the cavity, though that might work for you. It's encouraging to hear from Rebecca with a comfortable rammed earth house in a cold climate, but still, around here the "average" of seasonal temperature variations is ... pretty darn cold.
Like to hear what you come up with