As we enter the winter in North America, you wonder how cold is too cold for an alpaca or a llama; overall, they are well suited for the winter because of their fur coats. The ones you want to be more concerned about is very young, very old, and very thin.
Newborns are born without the fat
needed to give them the energy to provide them the body temperature. When exposed to the extreme weather, the newborns burn through their energy at a higher rate to maintain body temperature, and the remainder of the body systems may become starved. Which why you provide them with a jacket to allow them to keep warm in the winters.