If it's any consolation, I'd take the tiger over the knights.

They've dealt with winter a few times in the comics. In fact, the whole 'No Way Out' storyline, they've just done on the show, took place in the snow in the comics, if I remember correctly. I think they shoot the show mostly over the summer, which makes it impractical to ever really show winter properly.

Slight Comic Spoilers:

As for your last point, I think that's the idea. They're extremely overconfident, after having taken on and survived various other groups, but they have no idea that they're in way over their heads this time. They're likely expecting something along the lines of the Terminus cannibals, who were fairly easily defeated…

Didn't he say his name was Paul Rovier? Rovia? Guess they changed his name for the show to avoid any confusion that he's related to Deanna and co.