I live in Vermont and our ducks (Khaki Campbell) have now gone through one winter. Honestly they were happier in winter than they are when it gets really hot in summer. I'd go outside on VERY cold days (5-10 degrees) expecting they would've come closer to our house to find a spot to huddle, or gone into the very nice house we'd provided them, but they were happily splashing in what was left of their pond (much of it had frozen over). Basically we gave them lots of options of places to be warm and let their instincts do the rest - so far no one has suffered and we had a pretty cold winter last year.
In terms of predators, according to my husband who works for the Forest Service, they are likely safer in the water (assuming no snapping turtles) and I know that my ducks have been saved by having a pond several times (last winter we saw coyote tracks all around the open spot in the water, but didn't lose any birds...to that predator anyway, haha). To deter avian predators, we strung a line of neon paracord across the length of the pond. Apparently this confuses hawks/owls and they are less likely to dive there.