Why not in Sport Mode? Just wondering.
In cold temperatures, the batteries are strained more. At least the first 3 minutes of flight you should fly very smoothly, it would be perfect to hover the first minute or fly in cine mode, the 2nd and 3rd minute the battery is a little warmer, you can start flying in normal mode, no issues should appear. Sport mode can create a voltage sag on one of the cells, if the voltage drops (even momentarily) below 3.0V it will initiate a non-cancellable fast forced landing.
I learned this the hard way. I was flying back in sport mode over a river (2km away) at temperature -20°C (-4°F) and the voltage sag happened to 3.2V per cell, almost force landing in the river. So just don't risk it, don't fly in sport mode in cold temps (below freezing).
Both in DJI Go and DJI Fly Apps (and also in some 3rd party apps like Litchi), there is a way to monitor the battery temperature. In DJI Fly is in the three dots menu on the top, Safety, Battery Info; in DJI Go/Go4 I don't know because I don't use it, google if you want; in Litchi you just click on the battery percentage indicator.
Here is my guide on battery temperature:
Less than 10°C (50°F) - Don't take off, heat your battery with your hands or inside, when going outside keep it in something that will keep it warm, like inside your jacket.
10°C - 20°C (50°F - 68°F) - You can takeoff, hover or slowly fly in cine/tripod mode. Don't go high or far away, the battery is not very stable yet, voltage sag can happen if you demand a high current, for example, if you ascend fast or go forward very fast. The perfect option would be to hover in one place and wait for the battery temp to rise above 20°C (68°F).
20°C - 30°C (68°F - 85°F) - You can ascend and fly normally, fly in normal or cine mode only, don't use sport mode. The drone should behave normally, but it might brake slowly, be careful.
More than 30°C (85°F) - You can try sport mode, but very carefully. Open the battery info tab, you will see the voltages there, with that tab open you can try to accelerate in sport mode, slowly increasing speed. If you see voltage sag (voltage drops below 3.3V) on any of the cells, don't freak out and release the stick, because that will guarantee a force landing, instead slowly decrease speed, then you know that you shouldn't fly in sport mode again in that flight, it is just too cold outside for the drone battery to behave well in sport mode at that ambient temperature outside.
Note: Relatively new batteries (with less than 100 charge cycles), if kept with good care shouldn't have voltage drops on any of the cells, but that doesn't mean that it can't happen, because it can on any battery, it almost happened to me on a battery with 80 charge cycles, kept with good care.