Cypress tend to be tough, so if there was any damage from your chilly walk, I would expect that to be minimal (maybe a few exterior needles turning color and falling off over the next few weeks). Transplant shock is often more damaging than such a situation with similar symptoms. What you describe could be a combination of these factors, but I would tend to blame the transplanting more since root removal (if transplanted from a landscape bed) or new soil conditions (if potting up into a larger container where soil moisture and chemistry can vary widely) tend to cause these symptoms with greater frequency. So, keep the soil moist and don't let it dry out until you get it planted or used to its new environment. As long as you're taking good care of the plant, I wouldn't worry about some shed needles or small branches (up to 15-20%) since that is common for transplanting.
I hope you (and maybe your plant) stay warm.