For the 40 degree list:
I'd want a plastic whistle, rain jacket, backup fire lighting method, and emergency tinder.
You probably already know that the Frontier Pro doesn't remove bacteria or viruses--likely not an issue anyway if you consider where the water you're drinking is coming from upstream.
You could probably get your cookset weight down to 3 oz using Esbit (if you want to deal with it).
In forested areas, you could experiment with using sticks instead of stakes. I've been happy with that so far, so much that I consider stakes a luxury item.
For the 0 degree list:
The water filter will be difficult to keep from freezing, rendering it useless. At these temps, I melt snow, use a Steripen, or just don't do anything.
It looks like you're using a white gas stove, but you don't have the fuel canister listed. You might need more fuel and a larger pot if you're planning to melt snow?
I didn't see footwear and socks listed. I'd assume deep snow and add eVent gaiters to the list.
I'd add a second pair of gloves and socks.
If you're not in deep snow, try using sturdy sticks as stakes. If you're in deep snow, definitely use sticks as anchors. Bury them at least 10-12" with a 3' length of cord running around them, but not wrapped. Pack snow, wait 30 min. Attach both ends of cord to tarp or tarp guyline with a tiny Niteize S-biner or Figure 9. One or both ends of anchor cord might need a bowline loop on each end depending on how you want to do this. When breaking camp, just detach anchor cord, give one end a tug, and you're done without having to dig up a snow stake or anchor.