I would think that a heat lamp AND UTH would be way overkill. But if your garage does drop to freezing, they might need a little heat output(especially if it's only a couple mice in one container, rather than several). Insulating whatever they are in would help a lot also. Since a UTH would require a thermostat, I think I'd just go with a lamp with a small bulb, insulating the cage with styrofoam to keep the temps in. You'd have to cover the top a little too, to prevent all your heat escaping.

Of course, I'm in Florida.... we don't get -40 unless we go into a deep freezer.