I install RPZs outdoors, and they stay in place, even in sub-zero temperatures. Of course, all the water is removed from these devices prior to winter. Unfortunately, that removal requires partial disassembly of the RPZ. Follow mfr directions and you will be fine.
There are two models of RPZ that appear to be able to be winterized with a small (warm, but not hot, air temperature) compressor right through the device. One is the Watts 009, and I use those. The other is one I don't have experience with, and that is the Conbraco. What gives the Conbraco RPZ this appearance is the upward orientation of the check valves, and the lower-down location of one of the testcocks, needed to drain the lower portion of the device. (just the same, the first time I winterize one of those, I will still do the necessary disassembly to confirm that all the water is out)