A thermal insulation cover or casing for the lock body is what you need first and foremost! It's the simplest solution, and many smart lock manufacturers actually include these covers. They prevent cold from directly affecting the mechanism and electronics, plus they help batteries last longer - cold just speeds up the drain on any battery. If your model doesn't come with a cover sold separately, you can make something similar yourself from dense material or even foam!
Another thing - check that the lock itself is installed correctly. Sometimes freezing happens because it's mounted too close to the door's edge and wind blows directly on it, or there are gaps between the lock and the door. Seal them with silicone or expanding foam! This will reduce moisture and cold exposure.
If the model is just plain unlucky and won't work even with protection - yeah, you'll have to replace it with something more suited for Siberia. Some manufacturers make locks specifically for cold regions with reinforced protection and higher-capacity batteries. Before you buy a new one, definitely check reviews from people in similar climates - they'll quickly figure out which models actually hold up at minus 30-40.