As far as dragons being able to survive in the cold, that's a good questions. We know that dragons have made it to Harrenhal, but that's in the reiverlands below The Neck. I don't think there's ever been any mention of dragons flying north of that.
Not sure if the Show has mentioned it, but in the Books there is an explicit reference of Queen Alysanne Targaryen and King Jaehaerys I Targaryen, having visited the North and the Night's Watch at the Wall. They went North with half their court, riding their Dragons Silverwing and Vermithor along with 4 other Dragons.
That was when the Lands of the Night's Watch were doubled from 25 leagues south of the Wall to 50 leages south of the Wall (known as the "New Gift") on orders of Jaehaerys I, the Night Fort was abandoned in favor of a new Castle known as Deep Lake, which was financed by Queen Alysanne's jewels. Snowgate Castle was renamed Queensgate, and the tower where Bran was hiding when Jon Snow was close by with Ygritte and the Wildlings was also called Queenscrown, because Queen Alysanne had slept in that tower during her travels.