First a very good job of symptom posting.> Thank you, YOu have identified a list of only 2 suspects this is great.
KEY FACT: Red/Green indicator in the RED (this is before the Regulator), By posting that one fact you have cleared the regulator and that follows it, ,
On Modern ACME tanks (they have external right hand threads) there is a valve that must be depressed. Kind of like a valve stem valve in a tire to releast propane to the regulator. IT IS possible the cold has "Contracted" the connector enough to close that valve.. Make sure the connetions are tight.
ODDS of this being the problem.... Very low
Best suspect: The tanks were filled in the SOUTH and the crooked dealer told you he was putting in Propane, and billed you for PROPANE but actually used the less expensive BUTANE which will not vaporise when water freezes.. He pocketed the "Savings" which is why he is crooked.
Have it checked by a pro.> I'm betting on Butane in the tanks