Also the ocean still behaves oddly if you embark on a cold biome with the evil clouds. I tried it out a month ago and its still like that. Keeps collapsing as the clouds instantly freeze or something. So I very much would expect strange unexpected behavior at times at even colder biomes.
That's because the ocean has no support underneath, so the frozen ice floor on the surface caves in. In DF, ice doesn't float. When you're in an arctic ocean biome, the caved-in ice sheet furthermore doesn't melt once it reaches the seafloor, so the layers pile up until you get ice all the way to the surface.
I heard mention somewhere that if the biome is too hot, dwarves that spend too much time outside, get the fat melted off their bodies and die. Conversely, in freezing biomes, frosbite kills dwarves if they're out for too long.
The biggest trouble I get when embarking in extreme climates is usually dehydration though. Scorching and Freezing biomes tend to have water problems, and also vegetation problems, so bring brewables. Water's slightly easier in cold biomes that thaw out, since no matter what depth the water is when it freezes, it will always melt at 7/7, so you can multiply your water reserves over the winter by spreading it out on the surface level and letting the shallow water freeze.