hm, I do not remember the message exactly. May be “Battery is to cold! Do you want to ignore that and want to continue”
So it was charging when it happened? When this message it working properly, it should be there to protect the battery/phone. So if it was really cold when it showed up, I would try warming the phone. Overall no-one can really give a good advice on what to do, for me it would depend on the real temperature in that moment. What the OP describes is in my eyes different because 10 degree isnt cold so there is something faulty. So moving your comment to another topic about this warning message.
No, this message appears on FP4 normally when it is cold, even when not charging.
Li-Pol batteries are endangered by non-undoable chemical changes when spending some time in -5 °C and lower temperatures. That is what the phone tries to say. It is nothing bad from the FP side, they just want to warn about a physical damage that may happen. However, I’m not sure how turning off the phone could help. Maybe the damage is less intense when the battery is not delivering high currents?
Anyways, using (any) li-pol-powered phone in freezing temperatures without any heating or freeze protection is a risk. You should consider getting your phone a warmer 
Or, download termux and run stress in the background so that the CPU gets hot =)
Nice idea that termux, so I need an additional Idea how to extend the capacity of my powerbank without any additional wight, 
So I’ll put my FP4 in my chest-pocket and will enjoy the annoying navigate instructions.
By the way, does anybody know the opinion of E-Bike manufacturers regarding E-bikes and wintertime? 