It is rumored that cold weather idling will cause leaks to the transmission lines. Severe cold weather, plus high idle mode have caused empty torqure converters to burn up in the trans. (because fluid is too viscous to fill them) Search lines leaking or high idle cold
My lines have been replaced and I'm from Minnesota, so I am aware of the problem. The problem is not idling in the cold weather. The problem is starting a VERY cold engine and letting letting it sit with the High Idle turned on while ALL the fluid is cold. The leak is from the fluid in the cooler lines being thick, raising pressure, and leaking by the seals.
To accelerate warming, the computer locks the torque converter and kicks the idle up to 1000+. The "damage" to the tranny comes when the fluid that gets heated quickly with hydraulic resistance in the converter and it's now warm and too thin to push out the "jello" in the cooler lines. The fluid is now churning and overheats.
As I understand it, the converter is never empty, even when you drain your tranny, which is mostly why you only drain half the fluid when you change the filter and pull the drain plug.
You will only do damage if the fluid is too cold to pump. If everything is warm already, or at least zero or higher, then there will be no risk of damage to the tranny as the fluid is thin enough to be moved through the cooling system.
People will probably point out that your biggest risk with excessive cold weather idling is washing the oil off the cylinder walls with diesel, but I don't think 6 hours once will do that.
I'm not a mechanic, so take my opinion for what you paid for it.