As you've noted, Montreal can get very cold and blustery during winter. Not usually a lot of snow but bitter wind blowing between tall buildings downtown. I definitely recommend one of the properties connected or very close to the nice warm underground city, giving you access to transit, the train station, shopping and restaurants. There are several in the Bonvoy portfolio including the Marriott and Delta, as well as other chains including the Fairmont if you prefer. Depending on your dates and budget, I'd start looking soon since the most convenient will be the first to fill up.