Yes wind gets the cold inside more than still air.
No, the slides don't care other than that seals are all a little harder and less cooperative. They won't break but it will all be a little slower.
Now, you DO have to keep your plumbing from freezing. The furnace does put some air below, but not overwhelming. And, if you run any kind of electric heat upstairs the furnace runs less.
So it is highly recommended to add some heat in the wet bay to protect your pump and manifold. Tank heaters on of course, but they are relatively low wattage.
And, on most coaches there is an access panel to the back side of the water heater. Take this off and set it aside to get more warm air in there. Leaving cabinets with plumbing in them open a few inches is not a bad idea either.
Also, you may want to disconnect and drain your supply hose at night and run off the tank.
If you do cold weather ops a lot there's some things you can do to make it less work every time.... Here's what I did:
https://dragonship.blog/wet-bay-heat/