Most batteries are pretty useless at very low temperatures, I'd be thinking in terms of some sort of a heated box or you'll get barely an hour out of your AAs.
For good insulation it will be a big box, but it probably doesn't need to be high-tech and insulation almost by definition is light.
A plastic crate from a pound shop for example, maybe using something like scraps of polystyrene sheet or polyester sleeping bag fill for the insulation.
The heat source could be things like those hand warmers with a little clicky thing inside that you boil up when they've solidified, but that would only give you a few hours at best.
You could try something like the Zippo hand warmers, they last well over half a day - but they'd need to be isolated somehow from the camera in its box, and the box would have to be vented, as burning the fuel both uses up oxygen and creates water.
That would probably be the lightest way of doing it, and cheap enough.
A hot water bottle is probably simplest, but heavy, bulky and again only good for a few hours at best. It depends how well you insulate the box.
For long term heating you'll need something like electrical power from the grid, or from a power source which either could cope with the temperatures or didn't have to. For example bury a car battery in (a box in) the ground under deep snow and the temperature could be quite a bit higher.
A decent lead-acid battery at around 0 degrees C could give you 10 Watts for a couple of days, plenty to keep a little camera warm if it's well insulated. You could run the camera from it too with a little effort, Maplin will probably have something on the shelf for that.
Of course this is getting more complex, and you'd have the issues of the weight and bulk of the battery, and recharging it. Not to mention destroying it by freezing the electrolyte if it gets too cold when it's partially discharged. When fully charged it won't freeze even at much lower temperatures than you're considering.
Hopefully you won't be lugging this stuff about on foot.
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