With a reading of -40, I'm fairly certain* he's not using Kelvins.
[*] Sometimes negative temperatures are used to represent temperatures ABOVE infinity. That's when high-energy quantum states are MORE populated than low-energy quantum states... it's useful for things like making a laser. But I still think it's unreasonable to believe that the temperature outside is -40 kelvin.
In a nutshell, if you put a negative temperature object A in contact with any object B with a positive temperature, energy will flow from A -> B, regardless of how high B's temperature is. This is the opposite of everyday positive temperatures, where energy will flow from the high-temperature object to the low-temperature one. So in a sense you could say that the temperature of A is "above infinity".
Someone else just mentioned it, but I used to live in northern BC and our "red liquid" thermometers recorded temps down to about -60C or so. Coldest I can recall as a kid was -54C. We still walked to school.
I have no experience of camping in temperatures as low as -35C. However, I have found that camping in Scottish mountains it is much more pleasant when it is in the range 0 to -10C than just above freezing.