Lithium cells definitely reduce the arguments for use of a remote battery pack. I’ve never liked them much, because it’s pretty easy to snag the wire and yank the headlamp right off.
The rub is that Petzl has withdrawn their somewhat offhanded approval of lithiums in the Tikka series, so there’s at least an implied risk of damaging the headlamp with their use.
To get maximum life from alkalines despite the cold, I find it’s easy to warm up a small headlamp before use and then, in a lot of conditions simply wearing it helps keep it and the batteries warm, especially when the batteries are in back and I’m wearing a hood. For headlamps with integral battery compartments (such as the Tikkas and the EOS and Quad) heat from the LED(s) seems to help warm the batteries (not necessarily a good thing when it’s hot weather).
In sum, in selecting a lightweight wintertime headlamp I’d try to stay with those approved for use with lithiums (e.g., several Princeton Tec and Black Diamond models). Their current regulation is a plus whatever the weather. If you’re set on the Tikka XP, NiMH batteries might be an option. Despite the somewhat lower output due to the lower voltage they’re likely to perform longer in the cold than standard alkalines.
Yet another interesting alternative are the Primus headlamps that have a detachable battery pack that can hang from a lanyard inside your jacket. The wire is reasonably safe from snagging, and you can use it attached to the headband in mild weather.
At least there are a lot of choices!