Purely radiant heat loss is a slow process. There is nothing in the vacuum of space to conduct heat away so I think the heat loss process would be pretty slow through purely radiant means. I've read some discussions on what space would actually "feel" like and consensus was that space would feel "prickly" as the surface moisture boils away from your skin, then slightly cold as there is nothing to actually conduct heat away from the skin so that "200 below zero" becomes much less of a factor.
AFAIK, liquids don't freeze under vacuum, they boil. I'm guessing that oil wouldn't freeze but it might boil away relatively quickly, so something like grease might be necessary. I don't think the cold would affect the lubricant as much as you might think because there is nothing conducting the heat away from the lubricant so any heat loss would be radiated, a relatively slow process unless the gun has been exposed to space for a length of time. Then it might be cold enough that it might affect its mettalurgy, making it too brittle to fire safely. This is all purely speculation though. I haven't heard that spacecraft have a problem with cold affecting the metallurgy of their metal parts so I honestly have no idea
There will be no gun battles in space though. Potential engagement distance is too great. There are no gravity factors hindering ballistics and limiting engagement distance, no trees to hide behind, no bunkers to hide in, no oceans to hinder advance. Just a target that is dead whenever you can land sufficient energy on it by whatever technology gives you the best reach and energy delivery. By the time you get into small arms range you would have been tracked by radar and destroyed with missiles or kinetic weapons long before. Battles will focus on stealth technology, tracking and maneuvering to avoid incoming shots, tracking and predicting the maneuvering of the adversary, and guidance systems...unless energy weapons are developed, and then all you can do is attach a bunch of mirrors to your spacecraft and hope you don't ricochet a laser blast into some poor sucker down on earth