That's what bear mace is for.

As far as I know Bear mace has the same effect up here in colder weather as pepper spray but I could be wrong

Keep it in an insulated pouch if you're outdoors in winter weather until you feel you will need it.

Problem is none of my utility belts are insulated because they dont make them for winter I just wear leather belts with pockets in front for my things and I doubt Mace or spray would go well with my cellphone and other things I carry with me

Bummer

I think most of the time bear mace is literally the same thing renamed to accomodate Canadian law.

Polarman, you could make your own insulated pouch. What are your resources?