450,
I hear you on the "cold" thing. It gets cold here too by most accounts. Steady temps in the -40 F range (no cheating "wind chill" BS either, that's raw air temp). My 2 cents from a year of owning mine:
Obviously, get a block heater installed. I don't think they ship that way, but I think the dealer can put that in (yours may do it automatically because of your location, mine did). Also, get a heater for the oil pan sump, and the transmission (especially if you go HST). I have the block heater, a stick on pad heater on my oil pan sump, and a stick on heater on my transmission housing. Makes a HUGE difference. Especially the transmission heater, can't recommend enough. I have mine plugged into a timer so it turns on a few hours before I need it. And keep your idle speed above 1500 so the diesel doesn't lose heat and actually start cooling off while idling.
Also, fill those rear tires with Rimguard. Good to -40 F (if I recall), I certainly haven't "frozen" my tires here anyway. And the extra weight really helps with traction for pushing large piles of snow and ice. I have not needed chains, even pushing piles on ice covered driveway.
Are you planning on running any pto driven attachments? Like a snow blower in winter or brush hog in summer? Only issue I have with my dpf filter is winter time, and I think it's more to do with no load being put on the engine. Just putting around pushing snow with blade or bucket doesn't get the engine loaded down long enough, and pumping hot exhaust into the filter. You need exhaust temps in the 1100 F and up to get the soot cooker to do it's thing. I don't (yet) have a 3pt pto driven snow blower, but I think running one of those in winter would work the engine hard enough to keep the cooker hot.
I did get my dpf to the point where it was partially clogged this winter, idiot light going off, power loss, etc. Worked with my dealer on it, and his best advice in my case was to road the tractor. I have a gravel road path that gives me a 3 mile run with very little traffic, so it's safe to road it there. At first, when it was partially plugged, I had to run that road circuit 2 or 3 times to get the filter to clean itself out. I was able to fully clear it out, and it's back to full power and running fine again. Now, until mowing season starts, I'm roading it down that "lap" 1 time, about once a month now, to get the filter fully hot and clean.
Once I start mowing again, running the brush hog off the pto will keep the filter cleaned out all season.
If it does become an issue, the fall back plan (for me) is to remove the soot cooker entirely. I may still do this yet this summer and just be done with it. But any welding/muffler shop worth a cup of warm pee should be able to use your cooker as a template, and weld you up a drop in replacement muffler in it's place to bolt up to the factory mounting flanges. Then, just disconnect and remove the data logger (mine is mounted to my battery hold down bracket). If I "delete" mine, I'd like to keep it a bolt on swap, so I can go back if I wish, or at least be able to sell it or trade it in (if I wish) with the original parts available.
Still very happy with mine, I think I have 85-87 hrs on it now. I like the power, the heavy chassis weight, the lifting power on the FEL and on the 3 pt hitch. No problems at all lifting, carrying and dropping full sized round bales into a livestock feeder. The cab with heat (and AC) is the only way to fly in winter. Can literally clear snow in a long sleeved shirt (well, and pants) and be comfortable once the tractor heats up all the way, you will HAVE to take your coat off. I like the turning radius, will turn sharp enough that the inside rear tire really only pivots around. On the cabbed HST 25 series, the diff lock is under your left boot heel, instead of on the right side with the HST pedals. I do like and use the cruise control when I'm mowing, or pushing snow on a long driveway. When mowing, you do have to stop and blow the chaff out of your radiator regularly, but I think that is really on all SCUT/CUT tractors these days. The front down spout exhaust pipe seems to increase the amount of chaff that gets kicked up in front of the tractor.
About all I can think of, sorry for the wall of text. Send me a PM if you have any specific "cold" questions. And yes, my tractor sits outside (for now) all winter long.