Never added anti-freeze, not sure how that would work out. I would think the cutting characteristics would be affected and the atomized antifreeze from cutting would be pretty messy and nasty to breathe.
If we are talking about a CNC machine, given the choice I would consider a straight cutting oil instead. I really like Motorex NF-X10, it is the oil I prefer in the machines to use at work when possible. Light viscosity, very high performance oil. Cost is a real consideration on that type of oil because it is quite expensive, but freezing is no issue and the useable lifespan is quite long.
No heat is a tough one if it is a CNC machine. Machines like stable temperatures and depending on the type of machine and way lube system, (oil vs grease, like a HAAS, etc.) things get really thick and stiff in the cold. Manual machines take it OK, but CNC not so much.
If we are talking just drilling and tapping stuff around the shop, then a rich mixture of soluble oil will probably not freeze easily.
Spray mist (Cool Mist) will be a block of ice below freezing, mine is.
Just some thoughts.