I'm sad to report that mine died after 2 months. It was working fine until I drove around with it in my cold car. (My heater doesn't really work in my car and it was 10 degrees outside). I tried putting it on the charger and nothing happens, doesn't light up or anything. It was great while it worked, but don't think I'll buy another one. I still have Ego Twists and Vision Spinners that have been in service for over a year....
If you haven't tried it already... check the center pin on the SLB to ensure it is making contact ( ie pull it up ). While each situation is unique, I suspect there is a good chance that the cold caused the pin to contract ( shrink ) and simply may be a contact issue.
Some general info concerning all battery types ( since specific info would require knowing the exact chemical make up of the specific lithium battery used )
Batteries are sensitive to the temperatures they operate at... Most lithium's start operating better ( provides more output and providing ~100% capacity ) at or just above 80° F but the higher the temp goes the shorter the overall battery life. Excessive heat can actually "kill" or severely limit a lithium battery's lifespan. As the battery gets colder... it's output/capacity is decreased and at 0° F it can only provide about 50%. Having said that... the info concerning use in the cold only deals with it's performance output, not it's potential lifespan and I don't know of instances where it "kills" a battery.
Electronics in general ( besides the batteries ) will actually work better in colder temps. Decreasing temps also decreases the internal resistance so they operate more efficiently. I could see where a solder joint ( which is where two different materials are joined and they could contract at separate rates ) could become "bad" in cold temps... This possibility is much less likely since the unit in question was in use for quite a while ( 2 months per the post ) and a cold solder joint should have already shown itself by operating intermittently. This is why IF you see an electronic device fail.. it is usually within the first month of usage if not sooner. After that initial month, the chances decrease because the unit has already gone through many hot/cold cycles just from their normal usage.
All electronic... even if they are of the highest quality... can experience a failure. The way to determine if an electronics device is good or bad isn't from a single failure report... but of the number of them ( if/when they exist ) overall compared to all of the units sold.