What's up with that???
When I left the dealer with my brand new less than 40k Compass, the same thing happened! The warning bell happened, and the tire pressure kept going down! I turned around, and by the time I got back to the dealer, the tire was at 11psi. They didn't find a nail, but did find a puncture. They pushed me to front of the line, and replaced the tire.
As for the sensors and cold weather....they are not the greatest, but that's in -37C temps. It frequently goes to the warning bell, but fixes itself within 5 min or so of driving.