Right. You need a pulley ahead of a change in direction that large.
Genuine aircraft pulleys are, unfortunately, pricey for what they are. Be sure to make and install a reliable keeper so that the cable can't jump off the pulley if it goes slack.
Aircraft control cables are a surprisingly "deep" topic. Classic design involved the inclusion of controlled amount of friction to damp out resonances. The pre-load on the cable determined the friction. There was considerable pre-load on primary control cables -- control surfaces could flutter if the friction was not set correctly.
Again, the old-school aircraft-cable methods included fairleads (non-pulley guides) for shallow changes of cable direction. These were made of hardwood. Bensen used this type of cable guide, and included directions for making them in his plans. He used NO pulleys. He advised us to lubricate them with dry graphite.
IMHO, running these pull-only cables inside a sleeve housing has little upside and some downsides. For one thing, they add weight and cost. For another, they prevent you from inspecting the cables on each preflight. (Housings are necessary, of course, in push-pull cables such as Teleflexes, but this isn't that.)
Down there in Virginia, freezing temps may not be so prevalent as here in Vermont. Be aware, though, that sleeve housings can accumulate water if the have a "U" dip anywhere on their run. Water can enter, freeze in the low spot and lock up the cable. It has happened.
Open-frame gyros are beyond fun, as long as you want mostly to sightsee around town in nice weather, or show off at flyins.