It is super hard (and expensive), and those research stations are not made of the same material nuclear plants are. Simply, all those materials (concrete and similar stuff) have some amount of water and moisture in them. In such extreme conditions, it would all freeze and start to expand, leading to crumbling. Even in regular continental winters various pipes get damaged if the water freezes in them.

And -90 (which is rare) is not as same as -120 (which is like constant in the show). It's like 20 to -10.

Second, stuff used for those stations are made in factories that are situated in normal conditions. If the whole planet was frozen, there would be no factories that produce materials and parts for the station.

And third, we don't have that many stations, and they host only handful of people.

Two British ships were stuck in ice in 1845 (the Terror and the Erebus) north of Canada. In spite of numerous expeditions aimed to find them, humankind went to the moon before they found the first ship in 2014. THAT'S how super difficult and expensive is to navigate and research in such conditions.

I'm not saying it's theoretically impossible to build such shelters, but it is very improbable, especially in short time and in "run for your lives" situation. And of course, I'm not saying the train is probable either :) In such scenario, we would definitely all die.