Have you got the cold region setting enabled? It should be keeping the battery from getting too low to operate while plugged in. If you've got a charging schedule set, and the cold region setting is on, it should show a message about the schedule being overridden at those temperatures. Not sure if it flags it up otherwise. This is a setting that has to be set via a scantool - dealer can do it and probably are supposed to have done.
It's a drawback of Li-ion. Operating at those temps could damage the battery even if it could provide energy. Then the gen5 PHV has the battery outside the cabin space where it can lose heat faster. The cold climate setting will run the battery heater for longer while parked than the default. But it isn't high power; temps that low might be too much for it.