Arduino loses its program under unusual conditions
I would suggest that you reproduce the issue and then use a device capable of reading the flash, to confirm that it's still identical to the .hex file that was used to program the board.

I know that the AVRDragon can do it and maybe also cheaper USB ISP programmers can do it too.

But it seems that you are not alone.

Flash memories like those used in uC work by trapping electrons in wells of charge, so that they pseudo-permanently affect the silicon.

Very low temperatures can change the properties of the insulation, letting many more electrons than usual to escape.

Try to wrap the board in a thermal airtight insulator, possibly providing local heating. That should solve your problems.