What methods keep the internal liquids on lunar rovers from freezing? I understand that temperatures on the Moon are extremely low, way past freezing, especially in places where the Sun does not shine, yet fuels, pneumatic fluids and other liquids essential to rover operations stay functional. How is this done, besides the obvious heating coils and thermal wrappings that may be used? Are these liquids chemically endowed with certain "anti-freeze" components?
If by rovers you mean the Lunokhod and Yutu rovers, they both use (used) nuclear radioisotope sources to assist in thermal control through the lunar nights. Applicable fluids would be battery electrolytes and gear lubricants. Batteries cannot be allowed to freeze, and so will depend on the radioisotope sources for survival. Gear lubricants can be allowed to freeze, so long as they are warmed up before use. That can be done with electrical heaters once the Sun comes up.
As noted in the comments, Yutu uses Li-ion batteries. They probably need to be kept above -20 °C.
Lunokhod had a big turtle-like lid that had the solar panels on the inside. During the lunar day, the lid was open for the solar panels to collect energy. During the lunar night, the lid was closed, providing thermal insulation to help retain the heat from the radioisotope source.
I'm not aware of any liquids essential to rover operations. Motion can be performed by electric stepper motors and gears. Instead of fuel, electricity from solar panels or RTGs (radionuclide thermic generators) is used, stored in lithium ion batteries.
If liquids are needed for scientific purposes, they have to be kept at the proper temperature by heating/cooling and thermic isolation, as you state.
We often think of the freezing point as being the temperature where water freezes (273.15 K). There are several scales for measuring temperature, for simplicity let's use Kelvin here. If you have watched a pot of water boil away you are aware the water has three states: vapor (steam), liquid (water), and solid (ice). The point where a solid turns to a liquid is often called the melting point.
According to Wikipedia, temperatures on the Moon range from 26 K to 390 K. If we look at a list of melting points we see that element like hydrogen and neon have melting points below 26 K but they also boil around 20 - 27 K, so they would not be a good liquid for using on the Moon, as they would vaporize in all but the coldest lunar winter day.
The lunar equator has temperatures ranging from 100 k to 390 K. As we look at the list of melting points there are some that are liquid around 100 K but they all have fairly short liquid ranges oxygen has one of the bigger ranges of about 45 degrees, but that is between 54 K and 90 K. It seems our biggest risk then is not in finding an element that will flow during lunar cold spells, but rather one that will not boil during the warm spells. Even water, which boils at 373.16 K, can boil on the Moon.
There are also considerations for pressure, as it can modify the melting and boiling points. In short, there is no single element that will work as liquid on the Moon, so any fluid would either need to be a compound or a solution (antifreeze) to keep it from freezing, some heat would likely be required for the coldest periods, and pressures maintained to prevent boiling from extremes of temperature or exposure to vacuum.
Vehicle liquids freeze on the Moon -- how has this problem been solved?
There's an example where liquid/solid transitions really are a feature, not a bug.
How much wax is on the Moon? (Lunar Roving Vehicles) and answers there describe how the Apollo era lunar rovers used "hot wax capacitors" as a place to absorb generated thermal energy (a heat sink), primarily by the wax's respectable enthalpy of fusion of about 200 Joules per gram.
They were allowed to cool by radiation to space later, and and provide warmth back if something, the batter especially got too cold during periods of no use. They would be allowed to solidify and be prepared for the next day's melting.
What is the "space grease" used to lubricate the ISS robotic arm? What are the material considerations for it? and answers therein describe vacuum compatible lubrication and sealing materials that remain... grease-like even at zero pressure and respectable temperature swings.
However I don't know which if any of these were used to "grease the wheels" of lunar exploration.