Never seen this before:
My pump was inside my sweatshirt pocket, in between my thermal shirt and ski jacket!
That’s weird. I have an annual ski pass for my local slopes and I’ve never seen this. Pump is always clipped on my chest, so inside all my clothes/gear, but even if I unzip the other layers, no temp alerts.
I wonder if the pump got moist, which would conduct the cold better? (Body humidity, sweat, snow, whatever…)
Yeah, I’ve gone skiing/sledding/tubing/snowball-fighting before and never come across this!
It was -16°C/3°F (-27°C/-16°F with windchill) so maybe that was why. 
That’ll do it
From the tslimx2 manual:
Your pump detected an internal temperature below 35F (2C) or above 113F (45C) or a battery temperature below 35F (2C) or above 125F (52C) and all deliveries have stopped.
Hope you are having fun the in the snow.