Yeah very good eyes, when I watch it in the film it just looked like a silhouette!

(If I mess with it in Photoshop it looks brown when you just up the brightness, and red if you adjust the contrast alot... but seems more brown perhaps but hard to say because any adjustment is already straying from the original.)
I decided to do a search online and surprisingly there are red squirrels in Alaska. Species of the North American Red Squirrel and so on. Theres also quite a few ground squirrels and a flying squirrel. I'd give links but Google says it better so just put in what I put: "red squirrel alaska"
Heres a good starter though:
http://ag.arizona.edu/research/redsquir ... story.html
As to them surviving the cold, that same search brings up this article, although its more about them surving sharp changes from cold to warm I think (I only skimmed it), but shows they are resourceful I guess:
http://www.gi.alaska.edu/ScienceForum/ASF16/1637.html
Its odd I didn't think about them being outside the UK. I wonder if they originated there. But I guess they could be a slightly different sub-species of squirrel to the one we know in the UK, and have a different background, no idea!