If the Check Engine lamp is illuminated then there will be one or more diagnostic codes stored by either the ECU fuel system or the ignition system. The codes will help point you in the right direction. Post the codes here if uncertain. See the FAQ here on how to read and interpret the OBD codes. Keep reading on each port until all codes repeat in case you misread a flash count.
Trying to guess ahead of the possibilities when it's extreme cold temperature related like that intrigues me. If it's consistent for sub-freezing conditions then one good guess would be a faulty ECT going to an open condition. Another might be a fuel trim code when the fuel mix can't be adequately controlled, possibly due to excess unmetered air from a vacuum or air supply leak that opens up wider when cold -the engine would run poorly. Another thought would be a marginal electrical connection somewhere that gets worse when frozen. That would be my best guess if the engine otherwise runs perfectly normal. Open and reseat all fuel system connectors, especially the AMM, to see if that changes things. Is your battery and charging system in good condition? There is a voltage too low code. Cranking and lamp brightness would be notably different. If you have EGR, there is code for a faulty EGR temp sensor. There would be no noticeable symptoms. Is your anti-freeze concentration adequate and in good condition? Others may have more theories.
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Dave -still with 940's, prev 740/240/140/120 You'd think I'd have learned by now
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