I'm in Canada. It's probably -20 F here today...
According to someone I talked to at Northern Lite, he said that he had never seen one of their grey or black tanks fail due to freezing or incorrect winterizing. But, in some cases, they are built in places where they could never be removed or repaired. At the very least, fixing them would be a Royal PITA.
If your hot water tank is cylindrical, and it is mounted on it's side, and it's only half full, or less, it will not be damaged by freezing, since as it expands, the ice simply expands, and works its way up the sides, but hot water tanks that are full I have seen freeze, and it's not a pretty picture. This item is probably your number one issue. It's metal. Not much give there.
The other issue is that if you are higher up in altitude, the freeze will start earlier in the temperature drop cycle.
If you are sleeping in the camper with the heater on at night, and the camper has a basement, you'll probably be fine. But if you're at a high altitude and the temperature drops to 25 or less, and stays there for any appreciable amount of time, you might be in trouble. If the hot water tank is more than half full, or mounted up and down (like a beer can on a counter), it will burst. If it is less than half full and oriented like a beer can rolling off the table, you will be okay. Second priority problem is the plastic plumbing. It may have some "give", but in colder temps it will be more brittle. The P traps don't have any give at all. The black and grey tanks that I have in my camper are probably the most resistant plumbing component to freezing I have in my rig, but if they were ever to be damaged, I'd be in serious repair mode.
Where you are parked will also have some bearing on how quickly things will freeze. If your rig is sheltered by trees, buildings, or what not, and if the wind can't get at it to cool it down even faster, that will also make a difference.
In reading this again, I'm not certain I'm being much help. Hard to say without being there.