I get this question all the time. According to Phil Pellitteri (retired) from UW Madison. Most native insects and arachnids can survive air temperatures above -24 F. Wind chill has no impact on an insect that is protected from the wind. Keep in mind, being able to and actually surviving are two different things. There is always a level of winter kill each season. Desiccation is a leading cause. Ironically a mild winter can be as devastating as a severe cold snap.
Insects like the Box Elder Bug have a natural antifreeze due to their liquid diet of the sap from the Box Elder Tree. Many other true bugs also have the same trait. meaning, they can not only survive sub zero temps, they can also be active in temps in the teens, so long as they are exposed to the sun. Their darker coloration acts as a solar collector, warming their core enough to move around in the sun. If they cannot keep up with the sun’s movement? They will literally get stopped in their tracks until the next sunny day. If they are fortunate enough to “stumble” across” a warm air draft exiting your home? They will crawl into that opening and settle in.
How do pest survive outdoors? They will either find warmer conditions, such as the detris (rotted wood) of an old growth tree, where the decay is feeding bacteria that is composting the wood. This bacteria produces heat. If you ever get a chance, visit a large compost pile during the winter. As they dig into the pile, you will see steam. Cool, hey? Animals and insects will also burrow below the frost line. Those that cannot handle freezing and hibernate? Can be killed during sudden extreme subzero spells. As you can imagine, moisture levels are lower in frozen conditions. It is at this point, there will be a natural level of die off from dehydration.
Lady Beetles, Multicolored Asian Lady Beetles in particular, need cooler temps, yet not freezing. It is not unusual to find them behind the insulation in the basement sill box. Their entry points are usually close by, for where they enter, so does the cooler temps from the drafts. Finding these entry points are critical in preventing future problems. Ironically Box Elder Bugs will find these same spots equally attractive.
Spiders! Yes, these guys can survive very cold temperatures as well. Spiderlings and their eggs. The Yellow Sac Spider is the most common spider to make an appearance off and on during the winter months. Their indoor activity peaks in Mid March to early April. Their tell tale signs are the shelter webbing they make at the ceiling wall junctures. These opaque webs will protect and shield them from other spiders and even the house centipede. The Yellow Sac Spider can and will bite. What about the centipede? Will they bite? Yes if given a reason. Their bites are rare, yet painful.