Hi Jojoe. I think that new kalanchoe you have is the one that bitbit has. It has lots of fun names..Mexican Hat, Mother of Thousands or they also call it Mother of Millions or as yours is called maternity plant..because it is an avid producer of those little babies.
Pretty much any young succulent outdoors that will encounter hard frost is likely to suffer be it grown in-ground or in containers. That is why it is suggested to shelter them or cover them. What I notice is, when the succulents are more mature, like their stems are already like bark, and stiff, they fair better outdoors in winter, come rain or frost. But they still really do big time leaf loss, but they bounce back fast once weather improves and dries out. The younger succulents, often times cannot make it, too young, so it is really better to keep them indoors if there is no protected area where they can just feel cold but not rained on.