I have heard of, but not personally witnessed, temp inverse sensitivity with Blue Dot. I have used more pounds of BD than any other 10mm powder by far.
I shot load workups with a 180 XTP up to a max charge in about 12F temps. Velocities were faster when tested in warmer temperatures (90F+).
Pressures do increase in a non-linear fashion, but that is true of all powders. The pressure curve gets steeper with increased charges.
One thing to consider if velocities were way out of line. No powder has given my chronograph fits like Blue Dot. I have to get WAY back or I get readings that don't "track." They are usually higher than expected with high spreads on velocity. Also, my chronograph wants a pretty full battery too.
I would be inclined to consider potential chronograph errors first before concluding that Blue Dot is that severely reverse temperature sensitive. 40F is not really that cold.
Any rate, just a thought.