I would not long-toss outside unless it is 42 degrees plus. Obviously, in a game situation, you may have to.. so wear underarmour, a sweatshirt, run, and warm up slowly. Avoid sweating since this will make you even colder. While pitching between innings wear a sweatshirt or coat in the dugout and use a heat pack if desired.
If you feel you (or your son) will be put into a cold-weather situation next year, the best prevention is a good offseason program of long-tossing. My sons simulated long-toss by throwing against a racquetball court wall. You can do it at home, too, by rigging a net to throw into. Just simulate the throwing arc (higher going out, lower going in). Read up on the Jaeger long-toss method.
My LHP-son has lived in Nevada and Washington, and has thrown in 35-degree weather and 112-degree weather. I can tell you it is just a matter of adapting and I don't see cold weather as being harmful to a well-prepared arm. In fact, heat may be worse in that kids get fatigued and dehydrated, the legs tire, and the mechanics change. He will pitch at WSU next year, a definite cold-weather school, but after spending all winter at 20-35 when it hits 40+ in February it feels downright balmy.
