I'm shooting a winter league in my home state of New Hampshire. We had a day a few weeks back with the thermometer at about 10-degrees. I'd left my shells sitting outside in the cold for about an hour before I shot...and the first two boxes of shells I'd loaded with Red Dot and Green Dot, using Winchester primers, weren't igniting very well. I put the other boxes I had inside to warm up for a bit and they all worked perfectly. The cold seemed to be the culprit.
"It is pretty common, I believe the cold weather affects the wad's ability to seal and allows powder migration around it."
I second this opinion. If you take a flashlight, and backlight through the hull, you will see a migration of powder past the powder seal. The more powder that goes past the edge of the wad, with vibration and such, the less powder is going to burn. When the plastic wad is cold it contracts even more, then add the fact that the seal around the edge of the cup will not as readily expand out to create a seal of the expanding gases, thus creating less back-pressure so to speak. A hotter burning primer may help. You will really notice this happening in the larger bores, for the same reasons.