At those loer temperatures tha insulation will get stiff. Your "plastic" insulations such as PVC and PE will stiffen up on you quite a bit. If you don't have to handle them or move them at these low temperatures, you shouldn't have any problems. Crews in Wyoming during the winter either want to wait for a warmer day to install the cables or keep them inside until the last minute to pull them in. The stiifness can increase the pulling tensions when pulling into a conduit system.
If you're worried about the flexiblity, try to find an equivalent cable with EPR insulation. It'll be a lot more flexible at those lower temperatures, but that added flexibility will come at a price.
As for the effects on copper, it'll be plenty happy at those temperatures.
Mark in Utah