To achieve carbon neutrality, different energy sectors are undergoing profound upgrades and revolutions. A common trend reveals that different energy systems are developing stronger interconnections with each other, creating highly interdependent multi-energy systems. Although interdependency can be beneficial to achieve an overall high efficiency, it also increases the risk of failure propagation among different systems. A typical example occured recently, known as the "2021 Texas power crisis".  Three consecutive winter stomrs hit the southern part of the US, causing long-lasting natural gas pipeline network failures. These failures propagated to the electricity grid, reducing the power generation in large scale, and forced the ERCOT to launch a three-day rotating outage. Therefore, it is critical to evaluate the reliability, resiliency and survivability of interdependent multi-energy systems under extreme environmental and operational conditions.