[Lazy_Perfectionist]

They've discussed this quite a bit in other threads, but heres some numbers to assign to the situation.

Your Pale Ones are coldblooded. What precisely does this mean?
They get an encumbrance penalty of one in a perfectly neutral 0 heat/0 cold environment.
They get an encumbrance penalty of four in a one cold province. So yeah, you do want to take at least one heat scale, even with a high dominion, else winter will mess with all your strats and best mages.