Dude, you live in one cold climate. I'm in south central WI, and our cold is no where near your cold. If we hit -20°F a few times a year, it's bad. It just sounds too dangerous to be outside in a hot tub in temps below 0.
I guess if you had to have a hot tub, I would create a barrier of 4 to 6 inches of insulation around the outside of the tub for better heating. Like building an insulation sandwich between two pieces of plywood, or something like that. It wouldn't be permanent, just use the insulation panels during the winter months. Arctic Spas are beautiful on the outside, and I guess you would cover this up, but you'd be warm!