Do airlines have contingency plans to keep passengers warm in the event of an Arctic emergency landing (or otherwise a diversion)?
Taking FAA/USA as an example.

For north of 78th parallel, FAA operations are conducted in compliance with several regulations, including: FSIMS 8900.1, vol 3, Chapter 18, Section 4  Part B Operations Specifications: OpSpec B055 - North Polar Operations. The alternate airports must be able to receive the passengers of the diverted aircraft and to take care of the "physiological needs of the passengers and flightcrew for the duration until safe evacuation".

B055 requires the operator to demonstrate a recovery plan to extract passengers from a diversion airport prior to conduct commercial passenger operations. While it's the operator responsibility to provide the details, the general requirement answers your question:


  A recovery plan is required that will be initiated in the event of an
  unplanned diversion. The recovery plan should address the care and
  safety of passengers and flightcrew at the diversion airport, and
  include the plan of operation to extract the passengers and flightcrew
  from that airport.


As the plan should address the care and safety of people at the alternate airport, any protection against low temperature must be provided in order for the plan to be accepted by FAA. The plan must also demonstrate the ability to extract passenger from the airport within, if possible, 12h (which may be a challenge in Arctic region) and at most within 48h.

Extract of B055 (also discussed at PPRuNe, some copy-paste done from here):

Minimum Equipment List (MEL)


  
  Before receiving FAA authority to conduct polar operations, the MEL must indicate that the following systems/equipment is required for
  polar operations dispatch:
  
  3)    Communication system(s) relied on by the flightcrew to satisfy
  the requirement for effective communication capability.
  
  4)    Except for all-cargo operations, expanded medical kit to
  include Automated External Defibrillators (AED).
  


Training Program Requirements


  The following must be in the approved training programs:
  
  
  Training on special considerations, such as diversion decision making into austere airport environments to include aircraft
  performance, crash, fire, and rescue availability, and passenger
  support; and
  Flightcrew training in the use of the cold weather anti-exposure suit.
  


Special Flightcrew Issues for Long-Range Operations


  The operator needs to address the following special long-range
  flightcrew issues:
  
  
  A minimum of two cold weather anti-exposure suits will be required to be onboard so that outside coordination at a diversion airport with
  extreme climatic conditions can be accomplished safely.
  


Dispatch and Crewmember Considerations During Solar Flare Activity


  
  The operator must be aware of the content of AC 120-52, Radiation Exposure of Air Carrier Crewmembers, and provide crewmember training
  as stated in AC120-61, Crewmember Training on In-Flight Radiation
  Exposure.
  


En Route Polar Diversion Alternate Airport Requirements


  
  Operators are expected to give definition to a sufficient set of alternate airports for polar diversions, such that one or more can be
  reasonably expected to be available in varying weather conditions.
  The flight must be able to make a safe landing, and the airplane maneuvered off of the runway at the selected diversion airport. In the
  event of a disabled airplane following landing, the capability to move
  the disabled airplane must exist so as not to block the operation of
  any recovery airplane.
  
  
  In addition, those airports designated for use must be capable of protecting the safety of all personnel by being able to:  
  (1) Offload the passengers and flightcrew in a safe manner during
  possible adverse weather conditions;
  (2) Provide for the physiological needs of the passengers and
  flightcrew for the duration until safe evacuation; and
  (3) Be able to safely extract passengers and flightcrew as soon as
  possible (execution and completion of the recovery is expected within
  12 to 48 hours following diversion).
  
  


Validation Flights


  
  An FAA-observed validation flight is required in which the operator exercises its reaction and recovery plan in the event of a diversion
  to one of its designated en route polar diversion alternate airports.
  The exercise of the operator’s reaction and recovery plan may also be
  completed prior to the validation flight.