Since it is cold it may be possible that some of the pins aren't dropping which would keep the tumbler locked even though the proper key is in it. I would find a safe way to warm the cabin/steering column to see it it will help.
Have you tried very gently tugging the steering wheel to one side, then very gently turning the key? Try blowing some graphite powder into the lock. If this fails RaymanSean's suggestion of heat applied to the tumbler won't hurt as this may be all that is needed & worth a try.
Any sort of force should be avoided. If you've used excessive force on the key the tumblers in the lock barrel may be damaged.
You may have to consider removing the lock barrel which may require drilling the mount posts out. Good luck.
This happened to my former V70 about 4 years ago; my wife had to drive the 150 mile round trip to take me to work because my key wouldn't turn...when I came back I sprayed some WD40 on my key and then into my ignition and it worked flawless for the time remaining I had the car.
I had a similar issue with the 2004 S60 – the key would not turn past position one. My car was towed to the dealer and they happily replaced the ignition column/cylinder for $546. Uggghhh! Wish I had read and tried some WD40 on the key, not sure that would have worked for me…but if so could have saved me a bunch of money.
I had this happen today while I was replacing a control arm. I had to jiggle the wheel to get the key to turn and release the steering lock. This worked fine when the car was on the jack stands. However, when I put the car on the ground to tighten the bolts, I had to turn the wheel all the way to one side to access the bolt, and then the key wouldn't turn and the wheel was locked. I read this thread and tried some Tri-Flo on the key and lock. No luck.
On a hunch, I jacked the car back up to see if jiggling would work better without the resistance between the tires and ground, since this had worked fine earlier. With the wheels in the air, jiggling worked again. Not sure if it will help with some of the instances you all mention, but it might help someone.