The vape won't build up in your lungs at any temperature, that's just not how things work.
Depending on
how cold trying to keep your vape warm somewhere on your person is likely a good idea. When it gets below 65 degrees (F) around here, I note that it IS harder on my batteries as I have to "warm" them up by using them, so sometimes it will take a few inhales to even get the vape going. Using high VG juices can also present a problem as VG does get thicker with cold and also may be slightly harder to get your vape going.
I mostly have the opposite problem where I won't leave my vapes in the car in the summer, even if I'm stopping for a minute as my car can heat up to rather high temperatures fairly fast and I worry about battery explosions. It's probably unlikely but it is *possible*. Vape equipment does perform differently in different environments, though, so it's often a helpful question to ask about it, and gear generally.
Welcome to ECF.
Anna