I run IA, MN, SD, WY, MT, and ND. I have not had any problems with frozen brakes.
I drop my trailer at the shipper to load so not setting my brakes isn't an option for me.
When I run in wet conditions and it's going to be below freezing I try to use my brakes as much as possible to dry them out (I do not have a trailer hand brake so I have to use my foot pedal).
I also pull forward and back up quite a few times riding the brake pedal before I drop the trailer in the door.
I used to service the air system (change the desiccate cartridge) every 2 years but now since I run up north exclusively I am changing it every year now.
I also drain my air tanks when it is above freezing (I have done it below freezing in the past and had the valve freeze open).
I don't like to put additives in anything so I have been able to avoid that so far. I highly advise that if you do get additives that they are specifically for air brake systems. Straight alcohol can dry out lines, seals, ect.
All the stuff seams to have worked for me as I have been awakened several mornings by the yard driver dragging trailers around with frozen brakes yet I hook to my trailer and they aren't even stuck.
I switched to super singles and the brake drum is more exposed now so I think that helps dry them out faster also.