Salem,
Any mortar that is
water based and allowed to freeze when wet will have structure damaged and microscopic bonds between the mortar and the material cracked and weakened to the extent depending on freeze penetration depth and time.
I would suggest the following:
-add 10 % portland cement to accelerate drying
or/and
-preheat the bricks in some fire pit - they will hold
enough heat to prevent any freeze damage
On top of that you can cover entire structure with a blanket.
When I was building a brick vault in my barn and temperatures were below freezing at night, I filled 5 gal buckets with
hot water and put under the structure and also covered the vault with blankets on the outside.