Somebody correct me if I am wrong, but this sentence sounds incorrect to me. We might say the evening is cold or that it is cold this evening. I don’t think we can say the dusk is cold.
It's correct, but nowadays the concept of dusk is uncommon outside of a poem say
"Dark frost was in the air without, The dusk was still with cold and gloom, "
Winter Dusk by Walter de la Mare
"This dusk is cold." I've never said it before, and yes it sounds like an old poem. But it's valid English, and I like it. I might say it next time it's cold at dusk!