From all my cold weather experience, I'd be looking at all the stuff with big handles and FRN or similar sheaths. Leather is good, but the maintenance is a factor. I've not seen kydex in the cold, but I'd be hesitant. I'd be going for a bucket sheath with a strap retention, and kydex tends to be tension style which would be tough. That's where Falkniven shines.
I have an LT Wright next gen in 3v, which I would trust in cold weather, (even through its a small grip, leather sheath) but that's my biases for what I like and my experience level, (I live in the subtropics now, but grew up where snot freezes) So I'd think something like his genesis would also be very good, if that style appealed.
Other options would be the knives that Varusteleka are doing , I've got no hands on time with them, but if they are making knives for Finish reservists, that suggests they think they know a thing or three.
All that said, if you have issue gear, and this is class one, run the issue gear, learn it limits and then decide what would work better for you. The cold impacts us all a bit differently and so learning what doesn't work is sometimes more valuable that learning what does, since ideally a safe training environment is the place to make mistakes and have things go wrong. I'm only saying that from the point of view of someone who's done a fair level of "adverse" environment training, all non-military, and a huge part of what I learned is with issued gear that didn't work for me in very specific ways. I wouldn't know those were problems if I'd just rolled in with gear I was comfortable with. I'm talking gear like PFDs and climbing harnesses, so not exactly low-consequence stuff. I'm glad I know those things now. But it's also fun to do training where you can trust the gear and learn technique, so use that as a guide I guess for if you buy your own kit.
