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You want to apply fall nitrogen as close to freeze up as possible to balance two objectives: (1) allow soil to seal over the band (frozen soil may not seal) and (2) reduce losses due to high microbial activity in warm soils. Band urea at least 2” deep.
For NH3 banding depth, Manitoba Agriculture soil fertility specialist John Heard recommends increasing the depth of the band if you are seeing a lot of gas or if you can still smell the gas strongly after applying it. Note that banding in wet soil conditions will increase ruts, and wet soils can also increase losses if the soil does not close well over the band. And banding in dry soils can also increase gassing-off losses because soil does not provide a proper seal on the band. Read more.
What about P and K? Phosphorus (P) and potassium (K) can be fall applied a little earlier, but if the goal is to fall apply N as well, then producers will want to hold off and band them all at the same time. Even though P and K nutrients are not generally considered mobile, applying them on the soil surface can lead to increased losses during the spring runoff event. The best method of application in the fall is to band all nutrients in the soil when it is appropriate to do so for all of the nutrients being applied.