o2 sensors

O2 sensors are no longer a maintenance item. They should be replaced when they stop working properly. Trust your check engine lamp to turn on when that happens.

I'm not sure about where you live, but by U.S. standards, -45 F sets a coolant temp code. If your car runs the same computer logic and sensor, that'd set the lamp. (The computer thinks the coolant temp sensor is open).

The switch you describe is the coolant temperature sensor.

It's possible your fan is coming on because the coolant temp sensor is reading so cold, the computer thinks there's a problem and turns on the fan to safeguard against overheating (because it thinks it doesn't know the actual coolant temperature).

You could try replacing the factory thermostat with a warmer one, but you could of course cause overheating.

On my accent I had the check engine light go on. I unplugged the upstream O2 sensor there was no change when the downstream one was unplugged the light went off and is staying off. Should I replace the downstream sensor or did it correct itself ?

No, you shouldn't replace anything. In fact, your actions have possibly set erroneous fault codes. You should clear whatever codes are in the ECM, wait until the check engine lamp reilluminates, and check to see what codes are present at that time.

I either hadn't realized how cold it was or hadn't thought about the significance of the cold when you posted about this topic earlier. It's entirely possible that the temps are just too cold for the engine management system to function correctly regarding interpreting the coolant temp sensor and that replacing it will have no effect.

I don't recall off the top of my head. It's either a predetermined number of "drive cycles" or vehicle starts. In any event, if the lamp is off, I doubt it will be around come wintertime.