Depends on the type of cable but some do - all but the lowest of the bottom end of USB-C cables for example will have some sort of chip in them to negotiate charging rate, and those that support fancier things like Thunderbolt will have a more complicated chip.

If you’re setting out to install more potentially nefarious things on a cable it’s definitely possible to make them fit in - see this cable sold for pen testing for example.

The ACT does get a bit cold in winter, but I feel like it’s closer to England than Finland (if England was drier and actually got hot in summer anyway). We are after all talking minimums of -5 or -6 for the coldest days in winter and snow normally only settling on the tops of the nearby mountain range (and temporarily at that).