What type of oil are you running? Might not be the fuel so much as frozen oil not letting engine move as free as it would like. For that cold you need clean oil and cold rated oil. The synthetics are typically 0W-30 and sat they are good even colder then that rating allows. I've been getting down to zero here at night and with the synthetic/regular oil blend I run - a 5w-30 - I can feel the engine work to warm up.

This also goes for what is in tranny. Older dirty oil needs to be warmer before it lets things flow smoothly.

Check the fluid levels in both engine and tranny when warm and then when cold and see the difference! (Or if black/very dark change!)