I had some trouble in cold weather with a White Gas stove. My local outfitter told me there's a bit of paraffin blended into the gas as a stabilizer. Said Mountainers regularly refrigerate their gas and strain out the paraffin with a coffee filter before cold weather camping trips.
Also said I could put my fuel bottle in my sleeping bag with me to keep it warm.

I haven't tried either yet. 2nd hand knowledge to me, but I thought interesting.