“It’s cold in the north”. In French “il fait froid dans le nord” is the best variation.
You could say “il fait froid au nord”

But “sur le nord” sounds awkward.
J’ai écouté la vidéo sans entendre l’expression “sur le nord”. May you point in the timeline.

In French, when talking about cardinal directions, prepositions may change the meaning of the phrase:

Dans le nord/sud/ouest/est de la région/du pays

points to regions that are part of the geographical zone the speaker is talking about

Au nord/sud/à l’est/ouest de la région du pays

points to regions that are OUTSIDE of the zone

Ex: Marseille est dans le sud de la France, mais la Belgique est au nord de la France.

“Sur” used with a cardinal direction is less common, but it the context of weather, it can be used with some verbs or phrases where the weather condition is seen as “falling down” on a region. You will say

il pleut sur le nord/sud/etc, le soleil brille sur le sud/nord/etc

just like you would say

il pleut sur la France/sur l’Alsace, le soleil brille sur la France/l’Alsace

“Il fait froid sur le nord/ouest/etc” would be understood but sounds awkward, just as “il fait froid sur la France/sur l’Alsace”. But note that you would say “une vague de froid s’abat sur le nord/la France/etc”, because there is still still this sense that something is falling down on the region.

Note that le Nord (mind the capital letter) is also a the name of a departement in France, so the French weatherman/woman could say “il pleut sur le Nord” and refer then to this department.