Can I remove the sheathing from cable just where it passes through conduit?
Romex is just a brand name. I assume you are referring to NMC 14-2 wire non metallic coating(house wiring). It can be run down the stud no problem about the cold. Conduit is not required just be sure that the wire is fastened to the stud within 12 inches of the box and no more than four and a half feet apart.