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Permanently shaded regions don't get much below 25K, maybe up to 70K. http://lroc.sese.asu.edu/posts/979 Still good enough for mercury of course.

Won't it still boil due to the near-zero pressure?

Depends how cold you can keep it. Even if it doesn't boil it could sublimate away if not kept extremely cold.

Then on the contrary how do they keep it from freezing?

By heating it

If the phase diagram permits it...

They need to find a solid that does not just sublimates when heated in the void.