I'm in Saskatchewan Canada so probably even slightly colder than where you are but it is super sunny year round here. This is my first year growing the superhots with a combo of starting seeds inside under grow lights, then moving them to a greenhouse with heat for spring and then fully outside for summer. They are now back in the greenhouse with no heat as nights are getting cold and am just starting to see the superhots ripen now and they were started in Feb! So that's 8 months and just starting to ripen! So you may want to go with shorter season varieties.

A commercial pepper guy at my farmers market also grows some super hots in a heated greenhouse and he uses CO2 to force ripening so that may speed things up.

I think the cost of all the heat and light etc for your climate will be pretty cost prohibitive but that's just my opinion.

Ive had some hot peppers growing in a dutch bucket system outside this summer and they are also starting to ripening now, But temperatures gets as low as 35 at night right now.

Thats why im thinking in renting/building an indoor space. The heating costs would be lower with better insulation. Sure Id have some high lighting costs, but is it even possible?

Only advice I can give is that I keep my GH at 55 degrees F, and neither peppers or tomatoes produce during Texas winters. They will produce at 75 degrees F, but that temp is too expensive to maintain here. We get a lot of Canadian GH cukes here, and even some Ghosts, Scorpions, and other super hots from Denmark. Might want to check with other EU growers and see what their methodology is. I LIKE those Canuk cukes. No seeds and great flavor.

Ah yes, Im searching for information everywhere, trying to learn more about how others are doing it.

Tomatoes and Cucumbers are ofc an alternative too, altough Id like to grow hot peppers if able.

Anyone growing peppers inside under grow lights? How is it working out?