Two easy things you might want to double check. The new ECT is a black one, and not a blue one, and the ECU is a -951 or -933 and not a -561 or -556.

The blue ECT has only one thermistor in it, and the older ECU's ran programs to do cold start with a 5th injector. The wrong ECU idea is a left-field diagnosis, though, because cold start via squirt-squirt is not something you need until it is really really cold. But the wrong ECT idea stems from the assumption you have a code being set on the ICU side (you could measure resistance from the ICU) yet not being felt on the ECU side.

Edit: I just read Dan's post. I just assumed you had decoded the OBD numbers to coolant sensor. Your cold start issue is probably a leaky injector, like Dave says. Sniff for unburned fuel. Check the plugs one morning.
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Art Benstein near Baltimore

Was learning cursive really necessary?