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The best bet is to follow the change interval described in your owner's manual. Many transmissions now use a longer-life fluid and have relatively infrequent interval recommendations. 30,000 miles used to be a good rule of thumb, and it can't hurt to change it sooner than recommended. If you haven't changed the fluid in 50,000 miles, you may well be due. Check your owner's manual or call a Honda dealership.
Intermittent problems with the turn signals can sometimes be attributed to a computer problem. I had something similar happen to me--completely intermittent and strange. I took my car in to the shop, and the onboard computer had every failure cataloged. They had to replace the turn signal module.
Big electrical problems like this are pretty often due to a "module" failing. A module is just any one of the several computers in your car that control everything from the radio to the transmission. Since the car won't start anymore, you probably have a significant failure somewhere in your electrical system. These can be hard to diagnose, so the best thing to do is find a good technician at a good shop who knows GM cars.
I'm not sure how the light could be related to the temperature--it's possible, but it could also be a total coincidence. Your car must still be under warranty, so I'd take it to the dealer and have them pull the trouble code and fix it. Shouldn't cost you anything to do that, even if it's a minor evap problem or if the extreme cold is causing some of the sensors to read conditions out of spec.
The window regulator manages the power window motor's connection to the actual up-and-down action of the window. It's often a cable threaded through a metal superstructure. If the window is down and won't come back up, you probably will have to replace the entire window regulator--I've had the problem in a Nissan and couldn't fix what was wrong with the regulator. Had to get a whole new one.