Not as far North as this car but can speak for cold and quirks.
PS fluid may be slow when stone cold. I suggest sucking out as much as you can thru reservior and changing it to synthetic ATF - IF and only IF ATF is on the suggested fluid list for this car's PS - most do use it. I'd change out as much as you can anyway with whatever is clearly not able to use ATF. Synthetics are more forgiving when cold.
I'd just dedicate a turkey baster to suck out as much fluid from the reservoir as you can - refill, steer left and right, and repeat a time or two then make sure it's full.
Properties of both ATF and PS are to be thin hydraulic fluids, highly detergent, temp tolerant, and importantly ANTI-FOAMING as the air bubbles don't help at all.
I'm surprised it picking on steering just one way at the moment and barfing it out but if it's making all bubbles it could.. Just a maybe and hope it's that simple.
Hey - These wicked -10, -20, -30 or worse Fahrenheit temps cause kooky things to happen. Some things you forgive till car warms up and some are problems that really need a repair. It wastes gas but worth warming car up before taking off with it - at least till some heat is felt,
T