Negative 40 is pretty freeekin' cold.
Just so you know, I work in the winter teaching camping in the Northern Rockies for NOLS - and I've slept out in negative 40.
About the water.
Do NOT be tempted to use any kind of hose. IT WILL FREEZE! I don't care what the advertisements say - IT WILL FREEZE. (trust me, you ain't goin' on a cute little ski tour for the afternoon)
When (not if) it freezes, it is a huge hassle to thaw out, requiring a stove, and a lot of time..
You want to go light? Do NOT take a thermos (unless you really like it, and are willing to take the un-needed weight)
The ONLY option is a well insulated water bottle.
The OR style water bottle holders are heavy and over designed - and ONLY fit the very heavy nalgene bottles.
Wide mouth soda bottles are a good solution (7up usually comes in one of these, search your grocery store). Wide mouth soft sided nalgenes are good too.
You'll probably need make your own water bottle insulator. Bubble wrap is the lightest. How are you with scissors and tape? Are you the arts & crafts type? If so, you'll do fine. Another insulation material is an old scrap of sleeping pad.
Do NOT use those aluminum fuel bottles in winter, the metal conducts cold differently than a soda bottle, and they are prone to freezing really fast.