There are no shows that should be cancelled due to cold. There may be some that might be cancelled for other weather reasons (such as heavy rains or hurricanes) but not just for the cold. However, if the crowds are light, there may be fewer shows throughout the day.
Same thing applies to attractions, there are not any that come to mind that may close due to the cold itself. However, since it is probably going to be a slow time, there may be periods of time when a specific attraction is closed for work. There may be certain food kiosks that close, however, this is probably more related to the crowd rather then the cold itself.
Note that this applies only to Sea World - so far this weekend Aquatica was closed both Saturday and Sunday due to the cold weather.