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For HMI's I would keep the ballast warm and away from moisture/snow/etc. It will heat up and melt snow/ice, and the ballast should always be kept away from liquid. I wouldn't leave it exposed either. Personally, I would raise it off the ground with a platform of apple boxes and get one of those large clear bins. I would turn it upside down and over the ballast. This gives the ballast air to breath, while sheltering the electronics from the brutal cold wind.
The HMI light can probably be used without problems in cold weather. It will take longer to heat up and get running, but as long as you don't let it sit outside for too long before striking, you should be ok.
Tungsten should be fine too, just don't let it sit out in the cold and chill over before trying to use it. I don't see you useing a tungsten unit anyhow, seeing as it would be relatively worthless (unless really large unit) outside after you cut the intensity down by 2 stops with full CTB. I do know some guys at Arri who like to melt the snow by spotting a 5k or 10k tungsten light and panning the light around the ground. lol
I have no idea about fluorescent but would say no. Not only would it be very weak outside, but since it produces little heat, the lamps are vulnerable to the cold weather. Under freezing, the lamps will probably be unreliable.