Chicago would be one rough place to winter in a bus unless you were parked inside a shed or barn. I've wintered in a truck in Alaska, and there were multiple times I didn't think I'd wake up in the morning. Years ago even parking inside a three sided tractor shed here in Oregon made a drastic difference in my S&S camper trailer.
The coldest weather I've been in was in Canada. Astounding temperatures during the winter, and I'm surprised anybody lives there. It could be lower than -60* with absolutely no wind. Your skin tingles because of ice crystals forming in it. Nose bleeds are common because of humidity freezing inside your nose and rupturing small blood vessels. No wonder Canada is so sparsely populated.