According to the book The Pterosaurs From Deep Time, by David M. Unwin, the metabolism and physiology of those flying creatures was closely tied to their body temperature. Were pterosaurs warm-blooded like mammals and birds, or cold-blooded, like reptiles? The book says that “the nature of these processes [physiology and metabolism] has been fiercely debated for more than a century.” The basic assumption in this book (like almost all science books about dinosaurs and pterosaurs) is that these creatures became extinct millions of years ago.
But some cryptozoologists, including Jonathan Whitcomb, suggest that some pterosaurs still live in various parts of the world. Although Whitcomb avoids direct reference to the warm-cold-blood controversay, he suggests how pterosaurs can presently survive the winters of North America.
We could delve into where and how a mouse or bird or fish survives when the coldness arrives, but the point is this: Small mammals, birds, fish, reptiles, and butterflies survive cold winters (or migrate), so large pterosaurs should have some way to do the same or something similar.
That answers questions about how modern pterosaurs survive cold winters, even though that blog post does not answer the question, “How did pterosaurs survive for millions of years?”