Can extreme cold ( 0 to -20 ) for 2 - 4 days cause an engine oil filter to become loose and seep / leak oil ?

These are spin on metal oil filters . Metal does constrict . So the CAN could ? I suppose the gasket may as well .
 
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Only if it was barely tight enough to begin with but this isn't an issue or youd be hearing way more of it.
 
Funny, millions of cars here in Canada run those temperatures and much lower for months at a time. There is no plague of torn or leaking filters or gaskets.
Ditto here in northern Vermont.

Probably only seen three days over 15 degrees Fahrenheit during the past month, with most days being around 10 and nights around 5 below. Several nights 20 to 25 below and that’s before wind chill!

I’ve done oil changes on two of my vehicles during that time and have noted nothing unusual. Nor in years past.
 
It is the friction-generated force between the gasket and metal that actually retains the filter. The CoF between block and gasket and canister are equalizing. The clamping force generated by the helical threads causes the gasket to compress, and the pores of the gasket grip against the micro-pores and ridges in the metals.

Now, if the filter was poorly installed, such that gasket was ever-so-barely compressed, and then the cold caused the gasket to shrink and loosen the grip on the metal block, that might be an issue. But that's a matter of poor installation and not the filter's fault.
 
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