Thanks, all... The weather is still bouncing here as well. Back into the mid-50's for the weekend. I never turned off the pump on my previous small pond, and just can't imagine doing it for the larger body of water. It just seems counter-intuitive to me to turn off their circulation.
I do have one idea of where the water goes. The liner material that comes up the waterfall just lays against the sides of the barrels, underneath the exit spouts. I had problems this Summer with the water going over the edge at times, so I'm guessing with all the ice that formed, the water went up over the edge again. Getting this fixed is high on my to-do list for next season. I made a mistake with the liner material anyway, so I'm going to take down the whole waterfall (trying to keep the bricks in order so I can rebuild it the same) and lay in a new piece of rubber. Once that is finished, I'm going to cut holes in the edges and screw together the barrel exit spouts with the liner material trapped between, hopefully completely sealing it off and raising the edge of the liner above the spouts so there can be no overflow. As far as I've been able to determine, this is the only area where I've had significant problems with losing water, so we'll see how things work next year after I get the area fixed.