I didn't see anything where I went this trip, but I did sleep in my car where it got down to -1. That was a cold night in a cramped honda civic. Wished I still had my SUV.
In case you are also interested in 'frozen lake' ice skating, the only thing that wasn't real bumpy was some frozen drainage ditches - which I skated on. Hockey skates are horrible for that - feet hurt like heck. Saw some stuff on internet about nordic ice skating - that looks like a much better way to do it.
I'll post some pics from last Jan - when I was around the john day river. There was lots of ice for the climbing - one was just a few feet from the road. I'll post those pics soon. But most of the pics were really bad. It looked much better in real life.
In short, I have to say that eastern oregon is waaaaaaay colder than the cascades. The stretch of road between Ukiah and La Grande (especially closer to la grande) looked like an area that should have had some ice - it had some cliffs and was very, very cold (the river was frozen). (maybe look for side creeks that have a breif falls section?)
the rest of what I saw did not even have cliffs, let alone water running over cliffs.
I have in the past, hiked up to anthony lakes and saw the small waterfall in summer. I also hiked up in the strawberry's in summer, but got turned back at the lake by a really nasty lightning storm. I doubt that making it to the falls in winter is doable - you would have to start really far down the mountain in winter and the trail side slopes are really steep. I also hiked in summer to see the falls just south of Enterprise. Probably the Wallowas would be the best bet.
You'll like the pics I'll post from last year.