Hello Im Joe one of the experts here. Are you running CNG or LNG?
Here are some possible causes:
1. Some of the fueling sensors/valves may be freezing when it is running. Which in turn shuts down
2. The system may be full of fuel but the pressure is not built due to the extreme cold (typically LNG problem)
On heavy duty trucks that run CNG, the pressure regulator is heated by engine coolant to prevent the regulator from icing which will starve the engine of fuel. When it shuts down is the regulator or the lines around it iced up.
Here is some information on CNG operation in cold climates;
It’s possible to operate engines in extremely cold environments if the engines are
properly prepared and maintained. Cold-weather preparation/operation procedures
for Cummins Westport natural gas engines are similar to those of diesel engines
(block heater, coolant heater, battery warmer, radiator shutters or winter fronts, etc.).
CNG filling stations should include a dryer to remove moisture from the natural gas.
Dry fuel is an important consideration for cold-weather operations. It is important to
consider minimizing load on the engine at start by turning off Power Take-Off (PTO)
accessories such as hydraulic pumps, etc.
Natural gas fuel systems include a pressure regulator that is kept from freezing
with a supply of warm engine coolant. In cold weather, allow the engine to warm to
operating temperature before operating under load. Maintain intake air temperatures
above freezing through the use of winter fronts and/or warm underhood air.
The correct engine coolant, lubricating oil and fuels must be used for the coldweather
range in which the engine is being operated:
Ambient Temperature 32°F to -25°F (0 to -32°C) – Use 50 percent ethylene
glycol antifreeze and 50 percent water for the engine coolant mixture.
Ambient Temperature -25°F to -65°F (-32 to -54°C) – Use 60 percent ethylene
glycol antifreeze and 40 percent water for the engine coolant mixture.
http://www.parker.com/literature/Parflex/B-Parflex%20PDF%20and%20Images/Parker_CNG_FINAL_Single-lr.pdf <-- has a newer regulator for 6l to 15l engines that reduces regulator icing.