In case you don’t want to use lithium ion batteries, I just saw mention of a 3 x AA capable light Ultrafire F13 at $11.39 - with Coupon Code - Gearbest comment 27. I think he has a separately bought holder, but it looks like one comes with the light. If Ni metal hydride cells don’t work well enough in the cold, you could use Energizer 1.5 V non-rechargeable lithium cells (expensive).