What are the considerations to bring 4-5 month old baby for travel? To winter country? Is it a risk that baby will find it too cold?

Buy winter clothes or better yet, ask friends if you can loan theirs. Winter clothes are expensive and you will only be wearing them on your baby and on you for a couple of days, better rent or borrow them. Bring moisturizers too. No issues, my first born grew up near the Alps :-D