Welcome! Fancy Gap, as I recall, is partly on the Blue Ridge Parkway. All the campgrounds are probably closed now, and there's no overnight parking and road closures at any time for ice and snow. If you have access from another road, you're still dealing with the legality issues. Sorry, I couldn't help. The Appalachian Trail is west of there and you would have some excellent stretches with legal parking on that. Mt. Rogers/Laurel Highlands is close to there and a great place. I've thought about relocating to Asheville, it's truly an outdoor paradise. Your gear should be OK at lower elevations, as it seems to be good for the mid 20's or so if you are somewhat use to the cold. The nights are going to be in the teens in all likelihood, so you may want to plan for a little more warmth than you have. If you haven't camped in cold weather, it would be good to do some more research about how to stay warm and deal with issues like condensation in your tent. This is a good place to get those questions answered. Best wishes for a great hike.