Drop down 02 is an option for the Q400 and increases the operating ceiling to FL270. The only issue is that you have to fly for quite a time at FL270 to get any real benefit of lower fuel burn since you have to carry the extra weight of the drop down O2 kit. Hence most companies don't bother as Q400s are generally used for shorter flights.
I never had any problem maintaining FL250 in the Dash in the half decade or so I flew it unless ice was accreting on the airframe and the OAT was at or below -40C. Not a performance issue - rather a minimum operating temperature for the pneumatic de-ice boots.