If it is freezing all filters should be protected optimally against cold, so that, among other things, ducts can not freeze to pieces. However, this protection is also very important for the bacteria.
A mistake which is sometimes made by people is that they carry out activities near the pond or in the surrounding area. Remember that your fish are a kind of hibernators and consequently have to be left in peace. Things disturbing them will not do them good. During the winter period you should leave your pond and garden alone. Water is a good conductor, also of sound. Working near a pond will cause vibrations.
If the pond water is colder, fish will become slower. They stay in the deepest parts of the pond and their life cycle will function on a lower level. If your fish stay on a higher level in the water, you should be on the alert for lack of oxygen. Then you should better install an aeration pump or switch on the pond pump.