We camp year round. As for temp limits for us, single digit temps are usually concerning. We have a heated hose, or use the onboard tank. Heater runs more often then not. We also keep some small electric heaters going to help the furnace.
We have camped in -20F weather but it's certainly a chore. If you have a full hookup definitely do the heated hose and add insulation to things like sewer pipes and maybe some skirting. And while it's common in warm weather to leave your grey drains open all the time and just dump the black occasionally, don't do that. A trickle of water in the sewer hose will freeze where a gush will make it fine, so always batch-dump.
But if you aren't on a full hookup I strongly recommend winterizing and dry-camping if you're going to be below freezing for more than a few days. It's just so much easier. When it gets that cold even things like generators don't want to run well - it was a chore every few hours to keep ours going, and you have to do things like change the weight of oil in it, etc. The more you're focused on "just staying warm" and less on "my dream house on wheels" the better.
One hard lesson learned over the years is to park on boards even if you don't think you "need to" (e.g. have 6-point leveling). What can happen when a storm moves through is the front edge gives you a lot of moisture but the ground isn't frozen. If the wheels sink in even a half inch or so, and then an extended freeze solidifies the ground, you can get stuck or worse do damage to your tires as you pull yourself out. It's not going to shred the tire but it can definitely cause more wear and cracking than if it hadn't happened. Obviously if you're on a concrete pad this doesn't apply.
We travel full time and usually follow the warm weather. But occasionally we have to had to deal with some cold weather to fit everything into the schedule. For me personally, once it starts getting into the low 30s and below, I find the RV pretty uncomfortable. You can keep the air warm in the RV, but the floor and walls are always going to feel cold and the windows feel drafty. If you are going to be stationary in cold weather, I would look into skirting the RV as well to help keep the cold out of the underbelly a little better. Reflectix also can make a big difference as well. Easy to cut to the shape of each window and just slide it into pace, or velcro. Cuts down on the draft feeling a lot.
We have been in temps down in the low teens and at that time the low point drains froze up. We were in Chattanooga area in 2019 and the cold snap came in. We had a heated hose on, but the low point still froze up. The ice went up into the underbelly just enough to start an ice block to block off the kitchen water supply. After about 3 -4 hours we thawed out, I then insulated the low point drains really well.
But being a Big Horn, I do not think you have low point drains, do you?