Having a strong current will prevent freezing, regardless of temperature.
Keeping it warm, is a whole different issue. I have no experience with that, but would think it's gonna cost you a bomb.
Perhaps you could build the pond normally, but have an area thats indoors? maybe build a sort of shed/outdoor house. So in the colder months you can cut off the access to the main pond and keep them in the smaller "indoor" area? Hard to explain what I mean, but if a part of the pond was "Covered" with four walls and roof etc, and you could heat a selected area rather then the whole, you'd save a bomb in heating costs...
Would take time/hassle to construct, but at least your building from scratch so can incorporate it in your initial build, rather then any sort of "adding" once your ponds already running...