You're getting a lot of good advice, but I want to add a few more pieces.
I live in MN, cold weather photography is a fact of life if you plan to shoot throughout the year.
1: Bring both cameras and enjoy the shooting experience. The Z9 is a pro camera designed for extremes. The Z7II is a great camera and can handle the temperatures.
2: Keep batteries in your chest pockets so your body heat can keep them viable.
3: Don't freak out when the LCDs become less responsive.. the camera will still function.
4: Work slowly and try not to freak out when you miss a shot here or there. In ultra cold, your fingers and brain will slow down and become a bit myopic. This is a good time to set your camera to Aperture or Shutter priority, dial in exposure compensation and just focus on your composition. The more fiddling your do with settings, the more distracted you will be.. bitter cold temps can increase your personal stupidity quotient.
5: The air is dry and if you are working with photographers on a tour, the guide will help maintain coach temperatures that reduce the chance of condensation. Like everyone said, put your camera and lens in your bag before going into the coach for a long drive.
6: PreSet your gear.. two cameras?... Put one on the telephoto you plan to use most, put the other on a wide-angle zoom if you are doing landscapes. I try to carry 3 bodies on 3 lenses when I shoot a Yellowstone winter. I currently have only two bodies... so I'd make my best judgment and go with it. Changing lenses on a -17 deg day is not fun, but can be done.
7: MOST IMPORTANT... By and wear the most comfortable warm cloths you can find. Merino wool makes for a great base layer, flannel lined canvas pants, fleece, bibs so you won't hesitate to lie on the snow, heavy down jacket, a hand tube (like the quarterbacks use), gloves w/ dexterity, mittens, and a head-sock . Being cold will ruin your experience!!
