Re: roof vs side wall bathroom vent
Both have their issues in colder climates such as yours.
Through the roof can be buried in snow or they can ice up and back-drain into the bathroom. Through the wall eliminates those issues, but can cause mold and moisture problems in the attic if the bathroom vent is near eave vents.
With a few precautions, either method will suffice, though I'd probably go through the wall rather than the roof in your situation.
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