Heavy Hitter is right, the hard 1-2 shift is standard equipment on the R50. Actually, also on a few other Nissans from these years.
You should have all your gears, but at 20 below seals shrink, get hard, and sometimes leak. Just a guess, but I think maybe a shift solenoid o-ring or a seal leak at that temperature is causing low line pressure, so no shift.
Since your tranny is ok at higher temps, it is nothing to worry about. You will probably not see those temps again anytime soon - if you lived in Alaska where 20 below is pretty common, you would probably have to do something about it. If it does get really cold again, just give it 5 extra minutes of warm up time before you hit the road.
For now, you are good to go!