Oh yeah, fingertips numbing, chilled breath, shoveling snow, that's okay for folks that are stuck(yep, place pun sign here) up there.
There are folks that camp in winter in Montana, and good for them. The ones I have talked to are their for work, not recreation. They followed the work there and they can't get out. Make sure to put hay bales around your camper, deal with the rodents and small animals trying to find the heat and insulate and heat tape your water lines. Never run out of propane. The best way to tell when your tank is getting low? Get a scale and set the tank on it. The tank has a TW reference, or Tank Weight. This weight is a measurement of a dry tank weight, or the tank weight without any fluids, solids or gas. When you are within 5 or 10 pounds of the TW, get more gas!!
Snowbirding is something we have tried in the past and have mixed results. Of course, the summer in the South is tepid and will absolutely test your health. Going North in the summer is much more comfortable, although I have a funny story about going North and it was HOTTER then where I came from . Pros? Chasing fair weather is ideal for comfort. Cons? You are in a camper with all sorts of equipment and it could breakdown.
In the end, definitely try it and let me know your experiences.
LiveCampWORX when it's hot and cold.