We have the same trailer and also chose not to skirt and survived a couple nights as low as neg. mid 40's - thank goodness we had no wind to speak off.
Our experience is similar to yours, however I "installed" a 65gal. water tank in the basement area in hindsight late last fall and plumbed it straight into the pump because I figured there couldn't be much insulation under the freshwater tank and the supply hose, I'm glad I did.
Some 1 1/2" styrofoam insulation inside against the compartment doors and a spaceheater on a thermostat keeps it all nice and warm. I placed remote readout thermometers near the water pump, the freshwater tank and inside the water bay and noticed that the cold most likely comes through the floor, I'm going to unscrew the water pump and place it on a 3" thick sheet of styrofoam I have laying around for next winter.
We also found that the dump valves would freeze when it gets really cold but putting a hairdryer in front of the drain pipe thaws them within minutes, a PITA but it works - again, there is not much space for sufficient insulation. I'm going to wrap heat tape around the dump valves and the drain pipe next summer and sprayfoam the area.
Otherwise, I must say I'm impressed with our Legacy 38RE.
2018 RAM 5500 Laramie CC
Riverstone Legacy 38RE, 960 Watt Solar, 6x6 Volt AGM Battery Bank, Freedom SW 3012 Inv/Charger