I think the problem is that every one of us has a completely different idea of how to proceed from here. Currently I am unconvinced that we will ever get Rinnosuke to see the error of his ways using only logic. I'm also unconvinced we'll be able to expose a flaw in his logic since he seems to be making no attempt to try and see or think about anything from a different viewpoint. Even if he did entertain us, I think he would adapt his world to accept that theoretical instead of shattering his world. We might be able to change his worldview with a physical demonstration instead of a theoretical one though.
However, I think it would be safe to leave him alone as well. Considering how much effort and power he has put into changing the world and how much the change will benefit him personally, I highly doubt he will allow himself to freeze to death. At some point he will have to warm up somehow, either by disrupting his spell and warming himself through magic or by leaving the basement and heading upstairs or outside. If he leaves the basement, I think the tag-team of Mokou and Byakuren would be able to capture him, especially considering he has no danmaku ability. However, if he remains downstairs and warms up via magic I doubt anyone upstairs will notice.
Here's why I want to talk to Tewi. Obviously she was using Rinnosuke as a fence for many of the things she stole and ever if she never told him where any of it came from, some things are incredibly obvious. But even if she was trading in mountains of stolen goods, it was never a secret from anyone in Gensokyo. Given that it's hardly a secret at all, how could Rinnosuke possibly hold it over her head as a way of destroying her? Furthermore, we've been talking to him for so long and he just seems like a crazy man without any sorts of direct attack powers. I don't believe that he acted alone in threatening Tewi, I believe thought not only does she have a much darker secret, but it's something that a different person has knowledge of.
I don't believe Rinnosuke is acting alone, I believe he's working either with or for someone extremely powerful. I could easily see Rinnosuke's current ideas of a new world as a dilusion or as the result of an intense brainwashing session. There's no doubt he currently holds a great deal of power, but can't shared be transferred in this universe?
I don't think Tewi will give us all the answers but she'll probably be able to tell us a little more. Even still, she helped us last night by talking to us at all, so she might have been beaten or taken away since then.