Brent,
Sounds like the cold air is transferring through the drywall screws and the drywall corner beads or moisture if forming on their interior surface ( or both).
latex paints will tolerate lower temps than alkyd (oil ) paint, however, You will need to maintain a substrate temp of 50%F or more for at least 4 hours.
Most paint companies now offer an exterior line of latex paint that is formulated for temps below 40% F. If you are relatively sure that cold air is the problem you might consider applying a low temp. exterior paint as a "grabber" coat. If the grabber coat adheres with no problems you can then apply your interior latex finish paint.
If the drywall screws feel wet then the problem is moisture transfer or condensation. Prime the wall with a moisture blocking primer before applying the finish paint.
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