Cold weather/freezes will kill any eggs in the environment. A 'clean slate' if you will.
The 'parent worms' that are in your goats (and no, you won't kill them all and continual treatment with dewormers may not be a great idea, either) will STOP shedding eggs in cold weather, but they will not die off inside of the goats. Deworming late in the season should only be done AS NEEDED. Keep in mind that deworming does not lead to instant return to non-anemic state, so don't keep deworming an anemic animal just because it's anemic.
Do fecals and treat AS NEEDED. ALL goats will have *SOME* worms. Be sure to talk to a knowledgeable SMALL RUMINANT vet and ask what egg levels they find are acceptable or require deworming. Some vets just tell you to treat no matter what or can't explain to you what levels are acceptable/unacceptable, and thats scares me when they assume any level of eggs requires treatment... :/
Deworm those that need it with a good product and confirm your doses with other raisers. Repeat in 14 days. Also treat anemia with a product like Red Cell or oral pig iron paste. DO REPEAT FECAL TESTS to confirm the levels are now acceptable. Keep them there with copper boluses/management changes (sounds like you're on the right track there!

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5.00 fecals -
http://midamericaagresearch.net/
Going into winter, deworming a lot like this will kill off ONLY the worms susceptible to that dewormer/dosage. This means you will NOT kill *all* the worms, and the ones that will survive the winter in your does are the ones that are NOT as susceptible to your dewormer. Come spring, the ones that survived the winter in your goats will start putting out eggs again - which means your new kid crop will be exposed to worms that are likely more selectively resistant to your dewormer. This generally doesn't happen in one season but because more and more the case using 1 dewormer too often and as the *only* or main part of a worm management protocol. Obviously if you're having a problem, you still must deworm to get the problem under control, and I mention this only because many people deworm the whole herd 'on schedule' before going into winter and for the reason above it should be must more strategic than that.
Copper bolus your goats if you haven't already. Copper bolusing has proven effective as PART of a worm management program and I believe no resistance has been seen of worms against copper.
Finally, through the winter, do a lot of research on pasture management. Plan out your pasture rotations for next year. Ideally pasture management involves a single solid fenced HUGE area, that you subdivide into 5+ smaller paddocks using electric netting. You should then move your herd through those areas, keeping them on each plot for a week or less, then moving them to fresh ground. Ideally, I believe you'd not return your animals to that first plot for 45 days, which is beyond the life cycle of most worms. Some people follow the small ruminant herd with horses, which do not get the same worms as the goats - they eat the worms, but no infection occurs and it may reduce the number of viable worms on the pasture.
Hope that helps, sorry about your worm problems.

BP's suck!