Do we need to winterize for a few days in Yellowstone?

I assume you don't have tank heaters. If you do, no worries at all. If you don't, leave cabinets open a bit overnight, so the heat from the furnace can reach more of the water lines. Definitely keep the water heater on while in camp. If temperatures are to be below freezing overnight, fill your freshwater tank enough for what you'll need in the night and disconnect your water hose, so the hose doesn't freeze up.

We've camped there under these conditions several times and had no problems. Good luck!