If you are planning a liner pond there is little concern with the concrete cracking around the BD. The liner seals to the BD, the concrete is only there to stabilize the BD. The deeper you can make your pond the better for koi, particularly in a cold climate. It helps moderate the temperature and also gives the koi vertical space to swim.

In my case I chose to go 7' deep and to bury all the pipes. My pumps and skimmer are in an insulated below ground vault through which all the pipes pass and in which are all the necessary and convenience valves. I shut off one pump for winter but leave the skimmer running through the biofilter and back to the pond through multiple gravity returns. I use floating pool covers to help insulate in winter and depend on the open water in the running skimmer to serve as an open area for gas exchange. Better would be a frame and suspended cover, a greenhouse.

You can design a pond in zone 4 to keep koi year-round, it just takes a little extra thought. There are a number of koi-related internet sites, including this one, you may wish to consult while doing so. Besides Gardenweb, I found one in particular to be invaluable - perhaps you've found it by now?

Conflicting recommendations are the norm, it makes things confusing. If one spends dozens of hours reading construction and maintenance posts on these forums one eventually learns who to trust and what might work for your particular situation. This is only my 3rd year with artificial ponds, there is more sage advice out there.

briggs advice is good advice.. deeper the better for your pond and for your pipes too.. installing a heater would also help... not sure why you would be using concrete as the BD is sealed with the liner as briggs explained. Anyway I think briggs covered it all, most important though is to keep the pump running so the water doesnt freeze in your pipes which would be a pond breaker and disasterous.. I insulate all my pipes that are above ground and I am in zone 8a.. dont want to take any chances.. as it does freeze here sometimes and a pool I used to take care of froze and all plumbing busted..