Energizer Ultimates are specifically designed for low temps (down to -40, F or C), they should be fine with ambient heat from all the gear and waste from the motor jacket. Leave the poor guys alone on this, they have a good solution in hand. Molykote grease on the other hand, sounds like a good idea regardless.
Edit: Hm, this is interesting - apparently there's an "advanced" energizer cell that are NOT the good ones. So long as you're using L9x series cells, you should be golden, or at least as golden as it's possible to be - nothing sold works colder than that:
For many years Energizer only sold the L91 and L92 lithium AA and
AAA cells. Recently (maybe a year or two ago?) Energizer added the
EA91 and EA92 "Advanced Lithium" AA and AAA cells and started calling
the L91 and L92 "Ultimate Lithium" cells. The data sheets for these
no longer include temperature range information. The "Advanced
Lithium" AA cells should be avoided as their price is about the same
as the Ultimate Lithiums, but their performance is significantly
lower at the higher current loads used by most digital cameras.