Is it normal for a air brake system to lose air pressure while turned off in the cold?
black iron is cheap enough, and lasts so much better. even if it was allowed by my local code, i wouldn't
Yes. but make sure your joints are sealed properly, this should theoretically be done by a qualified gas fitter
As with any real gas, the air pressure in a closed cylinder falls during cooling - this depends mostly on the temperature difference. The compressor will have to be on longer during start-ups to compensate for the loss. During normal operation this is not an issue as it cycles on and off.
no I don't think that it would hold up like black iron pipe will