In most cases, if a tire shreds while driving, it’s because of road debris, unfortunately.
Yes, you need to replace all four tires. Subaru only permits about 2 or 3 32nds of tread difference to insure all the tires are the same diameter. At 20K miles, the other three tires are unlikely to have enough tread left to make having one new tire shaved to match. Given you live “up north”, it’s a good idea for you to consider tires that are better for your weather environment. A three peaks rated all weather tire like the Michelin CC2 or the Falken Wildpeak AT Trail are just two very popular options, but there are certainly others that are worthy of consideration.