Ponds are successfully built all over extreme temp. regions like yours. 1st question is is this going to be a watergarden with lots of plants and a few fish or is this going to be a Koi pond.
In any event, make the pond as deep as you can. My watergarden is 4' deep, my Koi pond is 7' deep. The added depth will do 1 things, make the temp. fluctuations less and prevent herons and raccoons from catching fish. On smaller ponds I make the sides go ac close to straight down as possible for 3 feet then slope the bottom to 4 feet at the bottom drain.
Bottom Drain? This is a domed water inlet that will suck and sweep your bottom clean, collecting heavier than water solids. This bottom drain then gravity flows to some kind of large buried settlement chamber where the heavier than water solids have enough dwell time to settle out. From there the water gravity flows to some kind of bio filter. Lots of choices here, but you can make several different kinds out of 55 gal. poly barrels if your handy. Then the water goes to your 1st pump, usually 2500 to 3500 gph depending on what size BD your using. The water then is usually pumped to under water returns, what we call TPR's. These tprs will help to sweep the bottom clean.
Notice I'm trying to keep a clean bottom, that means NO ROCKS. Rocks look pretty, but will kill your pond. Over time they will collect waste, which will build up, go an-aerobic, produce hydrogen sulfide gas and kill everything.
We also use a skimmer circuit. This skims off collected floating things like dust and leaves. It also skims off DOCs, with out a skimmer your pond will end up with a floating layer of DOCs or scum and choke off the pond from absorbing oxygen ans de gassing nitrogen and CO2.
Depending on the size of your pond you would run another 2500 to 5500 gph pump from the skimmer to some kind of mech/fines filtration, then usually to a waterfall. My favorite mech/fine filters are sand/gravel filters. You can build them once again from 55 gal barrels. I can show you how, and I also sell kits for these.
Don't use submersible pumps. They will add heat to your water, cost 4 times as much to run as centrifugal pumps, can short out and electrocute the fish.
Yes your pond will want some shade, and a UV to prevent green water.
I carry a full line of the best American made pumps, BDs, skimmers, filters, what ever you need. I can match anyones prices out there. You can look at my web site at
www.highdesertkoi.com
But PLEASE, before you dig, you or anyone else, please call me, 541-408-3317 so I can help you design a good workable pond. Don't feel obligated to buy anything. Half of my buss. is correcting other installers and owners mistakes. And it really hurts to see failures form incompetence or lack of knowledge. Let me help you do it right the 1st time.