OK real talk. -4 F is only -20 C. It regularly gets that cold here in winter, usually for a month at most. Every 3 or 4 years we'll have "frostbite warning" conditions for several days, with temps literally blowing past -30 when you include the wind chill. Most of Quebec, including Quebec City though perhaps not Montreal so much, experiences harsher winters than we do here on the coast. But the cold is not even the worst part for me. I hate the severe lack of exposure to sunlight. In the winter, shorter days mean it's often the case that I get up when it's still dark and it's already dusk or full dark by the time I go home from work.
But that's what all the hot chicks are for. It does strongly encourage consumption of large quantities of booze, however, so there maybe a tradeoff in terms of your health but we're currently untainted by the plague so there's that.
There are a metric fuckton of artists here, lots of locally produced beef and seafood, not to mention all the great veggies you can get locally, along with perhaps the sweetest corn you will ever taste, fresh from the field. Hot chicks galore, and as diverse as you'll find anywhere, almost, not even counting the tourists, whenever they're allowed to come back. And it's really beautiful here. Every place is, maybe, but it has to be seen to be believed.
If you want to know what "the PEI" is lol try going to maps.google.com and entering Prince Edward Island. It's the jewel in the crown that is the Maritime Provinces, imho. But what you can't see from that is how great a recharge it can be to make a nest with a special someone for the winter.
Edit: By the way, since you mentioned chronic depression, it seems only sensible to remind you winters full of really short days and really long nights aren't the best prescription for someone prone to depression.