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

You don't say where you're staying and if you'll have hookups. The temps you're talking about, won't last long enough early morning hours) to cause issues. If you have hookups, you can just throw a 100 watt trouble light in your water bay and leave on faucet dripping all night. The water won't freeze when it's moving (dripping).

If you still feel uncomfortable, don't hook up your hose. Use the water in your tank and refill as needed.