I suppose one query is, 'What is Winter? Dec/Jan/Feb ... else?'. The other is 'What is 'active'?'.
Look under bark, stones, logs and you will find many insects and other invertebrates active throughout the coldest spells. Flying beasts less often (unless there is an unusual bright spell and they are disturbed) because the environmental heat gain is much less than the metabolic heat expenditure
plus heat lost to the environment. Epigeal fauna on the other hand are well protected from the wider atmosphere and don't need high body temperatures to get around.
As I've said many times (
), I found active ground beetles on snow-covered moors on 1/1/1! You just have to look .....