I have the same problem. Roxie won't come in when I call. She loves the cold weather - it's best if the sun is out - so she can sun bathe, even if it's only 7 degrees. She sits on the snow and won't come in.
One trick I have, especially when I need to leave and go to work, I just jingle the house keys. She has learned what this means and usually comes. But earlier today, she looked at me like I know your not going anywhere, so she wouldn't come in. Finally, I went and got the bag of baby carrots out of the fridge and waved them around - while they didn't make any noise, she knew what was in there and came running. She'd been out there for an hour, now just to keep her in here!!
Bubba's my indoor boy, he thinks Roxie's nuts. Must come from too much time chasing squirrels - Bubba says.
Yorkiesmiles