Here is a good schematic of the most basic "automatic" siphon system through the upper portion of the dam.

Siphon System

There will be a little water in the flat section at the outlet end. It should be able to freeze and expand with zero damage since there is plenty of open pipe space surrounding it.

Likewise, the inlet leg can also handle some ice expansion.

I have seen a post or two on Pond Boss where the surface ice on the pond did damage the smaller diameter piping that serves as the siphon breaker. Fortunately, that would be a fail in "safe mode", since your pond outlet would still work to pass a large rain event, it just would not go into siphon mode.

I hope that helps a little with your question.

Have great fun developing your new pond!