Still waiting for Sigma to fulfill an order for more batteries. DP2M users have mentioned on other sites that the Ricoh DB-65 ($45) is identical to the Sigma BP-41, so I ordered a couple of those.
Keep your Sigma batteries warm. On my DP2M's first use at temps well below freezing, the battery gave up after 7 (yep, only seven) exposures. Since that experience, I've kept the camera under my coat and the battery in my watch pocket (finally found a use for that pocket). Obviously, it isn't a means for quick reactions, but inserting the warm battery added only a few seconds to the whole set-up on a tripod anyhow. The warm camera and battery change raised the number of exposures at 20F/-6C above 30. That whole routine reminded me of using the Kodak 14n in the cold with several large batteries in pockets. At least the Sigma batteries are tiny and much more comfortable to carry -- if only they were available.
Here is another option for extended shooting in cold weather. This is the Anker Astro 3 10000 mAh USB re-chargeable battery pack powering the DP1M via the Sigma SAC-5 adapter with a StarTech USB2TYPEH to DC 5V 3 ft connector cable. Battery pack is slightly bigger than an iPhone (which it can also re-charge) and slips easily into a jacket or pants pocket. Nice feature is that if you have the camera set to power down at a preset time interval, then the battery pack will also shut off at the same time.