Todd, if it had water in the boiler and froze up, yes the pressure of the ice would force the boiler plates apart totally destroying the boiler. Thats why in winter locations a fire big enough to keep the boiler from freezing was ALWAYS maintained on any locomotive that could be called on for active duty within a few hours notice. Special crews were assigned specifically to keep the boiler fires lit.
Water freezing in the tender was alway a much bigger problem, there would be a hot steam supply pipe from the boiler running thru the water tank to keep the water from freezing. It didn’t need to be hot, just not freezing, this was also a big reason 20th century locos had water preheaters installed to prevent thermal entropy when cold water was pumped into the boiler.
In 20th century roundhouses locomotives that had there fire dropped but could be called to service would have a hot steam supply line from the round house boiler connected to the locomotive that routed hot steam thru both the boiler and the tender to keep the water warm, Even in warmer climates this was the practice, after all, from cold it could take several hours to raise steam on a big loco, I recall reading a big Northern from cold standing, could take 3 hours to raise usable steam. Keeping the water warm cut that time to about 1 hour.
I like the show, but I have to turn off my railroad mind when i watch it. way to many gaf’s to keep track off, like ever notice how no matter where "end of track’ was, the Swede’s caboose was in the exact same location? (or that it has to trucks…or track anywhere near it ???)