Most cold-related damages I've seen on consumer-electronic devices were due to condensation on the circuit boards and connectors.
Now, as far as shattering an e-ink screen by doing a screen refresh when it's frozen solid - assuming there is a freezing temperature for the colored electrostatic goo used in those displays, that would be quite impossible: the energy involved in breaking a glass pane is way out of a low-power device's league for one thing. I expect the last image displayed before the display froze would be impossible to remove until it thawed, nothing more.
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