Sometimes you just have to pay your money and take your chances.
Some things to consider:
The Fuji XT-2 has an ambient temperature operating rating of -10°C to +40°C.
The Fuji XT-20 has an ambient temperature operating rating of 0°C to 40°C.
The Fujinon XF35mmF2 R WR has an ambient temperature operating rating down to -10°C.
The Fujinon XF35mmF1.4 R apparently has no published temperature operating rating from Fuji.
None of the above are rated by the manufacturer to work at -15°C.
None of the above are "weatherproof" or "waterproof."
The XT-2 and XF35mmF2 R WR are "weather rated" which means about the same thing as "weather resistant."
As Roger Cicala, the founder of lensrentals.com, consistently points out in his blogs, "weather resistant" means the warranty does not cover water damage. In this blog regarding damage to a Sony α7sII, Roger spells it out in greater detail:
- Camera manufacturers market their equipment as weather resistant. But if you get water inside the camera the warranty is void. So that’s pretty much “we guarantee it will work unless it breaks.”
- People think weather resistant means waterproof because they want to believe that.
- Service Centers play the impact/moisture damage card so much that everyone assumes they are full of …shirt… when they say so.
- There are two kinds of photographers: Those who have ruined a camera from water damage and are careful about water and see #2.
- Most service centers won’t work on a water damaged camera, even if you pay them. Some won’t even open it up to look inside if they see evidence on the outside.
I definitely won't be using it under extreme weather or heavy snow, or getting it wet in any way. Temperatures will probably be anywhere from -15C to 0C. I was thinking of getting a weather resistant system for extra peace of mind knowing that a bit of water won't damage it. Plus it might be tougher during trips?
It sounds like you're trying to convince yourself of #2 in Roger's list above. The WR items should be more resistant to moisture and cold temperatures than the non-WR items. But that does not mean they are "weatherproof" or "waterproof."
Plenty of people have used various cameras in conditions more extreme than for which they are rated to properly operate. As long as those conditions aren't too far outside of the rated operating conditions they usually work just fine. But sometimes they don't. In the case of cold weather, sometimes the failure is only temporary until the camera is warmed back up (using proper techniques to prevent condensation inside the camera). Sometimes the damage is permanent.
You pay your money and you take your chance.
Here's a list of existing questions and answers here at Photography SE that cover using camera gear under extreme environmental conditions, particularly cold weather.
I accidentally refrigerated my lens for a month. Should I be worried?
Operating camera in Arctic winter
What should I consider when using DSLRs in cold weather?
Inconsistent exposure with same settings--why?
Special Care for my Canon in the Alps
Is there any benefit to using a battery grip in frigid weather?
What precautions should I take when taking a camera into humid conditions?
Preventing condensation on lens when shooting in a cold place
How do I dry water condensation off my camera?
How useful is silica gel for protecting SLR cameras against condensation from changes in temperature?
What will happen to a camera if it is taken to an environment beyond its operating temperature?
Besides several Pentax DSLRs, what cameras are rated for operation below 0 °C (32 °F)?
How is the cold resistance of entry level DSLRs?
What to consider when choosing a memory card? (Including operating environment)