I think I've worked out what was going on, and John's right. Looking at the sensor windows from the outside this morning, there was clearly condensation inside in front of the cameras. As I drove along and the car warmed up in the sunshine, a dribble of water appeared on the inside of the windscreen coming from the sensor housing. So clearly water had got inside somehow, condensed, and froze on the inside. Last night's journey was about 30 mins, so maybe not long enough for the cabin heat to penetrate into the housing, and the car didn't give any warnings about systems being impaired.
I'd have hoped the pod would be sealed to the screen to prevent this, but clearly not (I suppose there has to be a small vent hole somewhere to equalise pressure, which of course can also admit moist air). So, despite whatever cold weather testing might or might not have been done, this looks like something to be aware of in freezing weather. I'd still be interested in knowing whether anyone else has seen this, or if anyone's driven in sub-zero temperature and not seen it. That might help me decide whether it's a fault that needs attention under warranty.