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Two things to try: First, make sure it is sitting on WOOD (not on snow, or the ground, or bricks, or cinderblocks - WOOD). I know that putting heated water tubs for horses on 4" of styrofoam considerably improves their performance; while you can't safely put a heated base on styrofoam, wood should be ok (esp. since you're outdoors) and would give some of the same insulating qualities.
Second, have you tried upending an empty bucket of suitable size over top of the waterer? Not covering the whole thing, obviously
but over the main, reservoir part. you would have to fool around iwth containers til you found one that was roughly the right diameter and short enough to stop severl inches above the water level so's not to interfere with drinking. This would add some not-huge but not-trivial insulation.
In principle you would also want to surround the trough part with insulation, and possibly even cover part of it with insulation leaving gaps for drinking from... but I can't offhand think of anything that would do any good, easily conform to the curve, *and* be safe for use on the heated base.
Good luck,
Pat, getting ready for a few nights of forecast -30 C later this week (which we usually run 5-10 degrees C colder than, at our property)