I would not leave them in the cold. The IMU needs to warm up and if cold it will take longer. Definitely keep the batteries warm. I have a battery warmer to get the I1 batteries warm before flight for all cold weather operations. Good Luck.
I'm a commercial operator based in NH and have been flying DJI drones in New England winters for about 8 years. I flew I1s for a couple of winters, before switching to I2s two seasons ago. Between December and March it is not unusual for me to fly in temps below 25F, and I've flown dozens of I1 operations in temps between 0 and 15F. Here are some observations from my I1 experience:
I have had no problems leaving the I1 aircraft itself in a cold car and just keeping batteries, RC, and monitor warm before flying. I would normally try to keep those above 50F until right before use.
The IMU warm up delay mentioned by JeffB2002 can be a real issue. I read a tip several years ago when I was flying P3s that has helped on my I1 too. From that post my understanding is that the IMU needs to warm up to a temp that's close to the one at which it was last calibrated. If that was 70 F you'll have a long wait if you power on the IMU when its only 20F. So at the start of winter flying season I would simply cool the unpowered aircraft to around 25F and then do an IMU calibration immediately after powering it on. After that I almost never had to wait for the IMU Warming Up message to clear.
iPads don't do well in temps below 30, and are even more challenging below 10. I've seen one that's 100% charged drop to reporting that it has < 10% charge remaining, after only about 10 minutes of use in cold conditions. I tried to solve this by attaching a variety of chemical and electronic had warmers to the back, with some awkward success. But last year I switched to using a crystalsky monitor. One of its benefits is that it is rated to work down to -4F, and indeed it does; much better than my iPad.
I always carried my I1 batteries in an insulated cooler, along with some source of heat. I initially used a bag of uncooked rice heated in a microwave, but switched to using a pair of electronic hand warmers. I'd take out a battery at the last minute, and get into the air with it as quickly as possible, and this usually did the trick. As others have said, fly gently and nearby until the battery has a chance to warm up above 17C or so.
Freezing hands is my biggest ongoing challenge for winter flying. I find it awkward to fly wearing gloves...flight and camera moves that I preform easily with bare hands become awkward and cumbersome with even thin gloves, and touch screen-sensitive gloves aren't as precise as my finger tips. So I often end up pulling off my gloves during flight, and then freezing my fingers off. I've been looking for a practical heated RC enclosure that would let me fly bare handed in wither, but have yet to find one. Whenever possible I pre-program waypoint flights in Litchi during winter, which lets me keep the gloves on more often.
Hope that helps, and safe warm flying!