I'm not aware of ANY US Airports that have pre-clearance. I know that BDA and YYZ have pre-clearance for travelers TO the USA, and I think some other airports.
I have no personal experience with bags, but I'd bet dollars to donuts you will have to claim your bag in YUL and check it again in the morning.
I wouldn't worry that much about "Freezing Snowy Nights." I mean, it depends on how much you value your points and money. But the shuttle will be heated, and even if it's snowing (which no, it doesn't snow every night) cities with frequent snow also have the capacity to clean it up.