The only issue I have heard from folks in the north and really cold areas is the llamas having frost bite and losing their ears. I am not sure how that is prevented but otherwise, I think with some shelter from the worst of the elements, they do quite well.
Heat is our enemy here so sheering is a must.
Here are mine.
The girls: Sonora, Flaming Star, Shaboom, and Ladyhawke.
The boys: Poteau and Denalli.
Denalli is the only one we have had born here so we got to name him. Guess where the name is from? Had to change the spelling a bit as it has been used for others.