"Moths" hides two unrelated winter stories
Ask where moths go in winter and the honest answer splits immediately, because the word covers animals with nothing in common except wings. One group lives inside your house permanently, indifferent to outdoor temperature. The other lives outside and either goes dormant in the cold or, in one specific case, becomes active because of it.
The indoor group is the one actually costing you something: clothes moths eating wool, Indianmeal moths breeding in stored grain. The outdoor group is mostly a non-issue for a homeowner in winter — dormant eggs and pupae waiting in bark and soil, with a single well-documented exception.

