Want to add one more thing, about your horse staying warm.
Horses warm themselves by digesting roughage. If it's super cold out and your horse has plenty of hay and fresh water, he will convert fiber to heat in his stomach, like a boiler, and will do fine. (Keep in mind that his legs aren't as susceptible to cold as ours are.)
If it's sleeting, or blowing hard, he needs a roof or wall or both available. You don't have to close him in-- he'll go to cover if he needs to. Since he'll be alone, he can't resort to the "nose-to-tail" protective posture common to horses in herds.
In Virginia I rarely deal with extended deep cold spells, but it can get below zero for a few days and has iced something awful. I put decent round bales out all winter to ensure there's always roughage available, and feed good squares at mealtime for nutritional needs (and grain, because Thoroughbreds generally have higher energy needs). That works because my 8 horses will consume a round bale before it gets nasty. With one horse, a round bale is likely not practical.
You'll need to pay particular attention to making dry, clean hay available every cold night. And realize that if it's icy out, your horse might not walk a slippery path to get from his shed to the food/water location-- you'll need to blaze a trail (e.g.with sawdust) or take his hay and water to him.
Blankets can be tricky. If your horse has been clipped for show or hunting, he may well need one. Or if he has been in a warm stall a lot and you're turning him out on a cold day. But his own natural coat is generally his best protection against the elements**, and he won't get it hung on anything
(**may not apply to very young or sick horses.)