Yes you are correct 0w-40 will be better, it gets moving quite a bit faster on start up than the 15w, the 15w-40 as far as "proven" yes it's proven it won't blow up your engine, but that doesn't make it the best choice. We can pretty much all agree most if not nearly all wear occurs on start up, as the crank starts spinning before receiving pressurized oil to lubricate, why would you ever want anything but 0w? Remember the very thickest oil is thinner at operating temp, than the thinnest oil at room temp, the 0w-40 doesn't have as much of a difference between operating temp viscosity and room temp viscosity as the 15w-40. If your really worried it may comfort you to kno, with the recent advances in synthetic oil quality, there's been a growing trend of running 0,5,and 10w-30 oils in diesels calling for a 40, the same way people are starting to drop 20wt oils in cars calling for 30wt(me being one, oil analysis shows its working for my car very well)2-3yrs ago I'd never have even glanced at a 20wt, much less use it, but I've since educated myself thoroughly on oil and added oil analysis to my regular maintenance(can't beat $35 to kno for sure just how good your oil and filter combo is working and tell you if you went too long or could have gone longer.)
-srv