Would it be dangerous to pee?

Yes, it would be dangerous to urinate because it would be too cold for you to take off any clothes and because it would probably freeze to your thing before it even came out.

It is so cold there that you need to wear a breathing mask because breathing in air that cold would coat the inside of your lungs with ice and kill you. When you breathe out all that happens is your breath turns into ice droplets and falls to the ground.

So, yes it would be dangerous to pee in those conditions.

It would be dangerous to even take off enough layers of clothing to allow you to pee.