Monarchs are different than other butterflies. They don't spend the winter in climates that get and stay below freezing. There seems to be a fragment of fertile females that keep laying as they travel south. Those females are taking a chance that the weather will hold and their offspring will survive. Some females are also going out of diapause (non-reproductive) during their journey if there are triggers (extended warm weather, host plants) along the way.
I just sent a box of 12 Monarchs further south in my state. The area I sent them to had weather 10 degrees warmer. You can mail or transfer butterflies within the state, but it is illegal to ship them across state lines.
Monarchs can withstand temps down to 25 degrees or lower depending on where they shelter, but extended freezing temps with wet weather will kill them. They are migrating to an area where there is shelter, temps which keep them at a resting point, and that has a bit of food and water. Mexico has temps from 30=40 at night and 50=60 degrees during the day.
Butterflies have several ways of dealing with winter. Some migrate south, others form chrysalis and spend the winter that way, still others remain as juvenile caterpillars or eggs. There are also three that spend the winter as adults in the north: Question Mark, Commas, and Mourning Cloaks.
Herndon, VA (USA)
Take care of the small things....