The stripey tiger worms do well in newly rotten material and don't mind things being wet'n'smelly. After that, I guess it depends on your local earthworm sorts.

When winter comes they go deeper underground or into areas where there is a decent overcoat of leaves/mulch.

I suppose if you had a sudden thaw which flooded their tunnels they might come to the surface and be caught by a snap freeze but there will always be worm eggs and enough 'old timers' to come back in spring.

About the horse berries: if you piled it up in the bottom of a cold frame it would provide extra heat for plants you're wintering over, but my own experience has been that the berries are more likely to be broken down by the weather and the teeny compost heap wildlife than the worms over winter. Someone else, running a fast/hot heap may find things to be different from what happens in my cooler heap.

PS If it's not too rampant in your area, Jasmine polyanthum gives nice scent and good (too good!) cover. Perhaps your harder winter could keep its ambitions under control. J. officinale might be a better bet!

Your antique railing brings lots of nice pictures to mind, but nothng definite about how to use the railings. Hope someone else's imagination is livelier than mine is right now.

Worms in the compost are normal. More likely they came from the ground under your pile than any dirt you added. If the pile heats up too much (good for making compost, bad for cooking worms), they'll scoot for the outsides of the pile and head for the ground beneath. Come winter when my pile freezes solid, they just go underground until spring.