Yes, it CAN be done!
We have "wintered over" in Billings in a 32 foot Class A and in a 32 foot triple slide fifth wheel.
For the winter in the Class A, I bought a 100 foot roll of Reflectix Insulation and skirted the coach, as well as covered the grill and windshield. To stop the draft at the door, we hung a curtain made of an thrift store blanket. I bought a 100 pound propane bottle and an extension hose to connect it to the coach. I built the water line out of hard copper tubing, heat taped and wrapped with insulation. I did nothing with the sewer line except let it be buried in the snow. Nothing froze. That winter bottomed out at 20 below.
for the winter in the fifth wheel, I rented a 100 GALLON propane tank, and the company kept it full. I did not skirt the trailer. I should have. Again, I built the water line out of hard copper tubing, insulated and heat taped. I did have a freeze up that winter, where the water line entered the trailer. A 100 watt light bulb thawed it, no problem.
Both times, we used an electric heater for auxiliary heat. We didn't use it often.
So, yes, based purely on personal experience, you CAN spend a Montana winter in an RV. It require thinking and planning, but it certainly can be done.