It never gets chilly enough in most of NYS that a 0W would offer any cold start advantage over a 5W.
The 0W would likely have higher NOACK volatility and might cause higher consumption than a 5W of equivalent quality.
While you could certainly use a 0W-20 and the M1 site would probably advise you to use 0W-20 AFE, I don't know that you'd gain anything by doing so.
So, if you want to use 0W-20, it certainly would be up to the task but might not be any improvement. To say that these two grades have the same viscosity at operating temperature doesn't paint the entire picture either.
If I were going to use a 0W-20 in this car, I'd probably select M1 AFE although EP would be a good choice as well, just a little pricier. Either oil offers very good cold specs, which is also true for QSUD but not PP, based upon the most recent PQIA VOAs of 0W-20 grade oils. There are also semi-annual rebate offers on M1, making it the no-brainer low cost pick. SOPUS has rebate offers regularly, but SOPUS rebates are always a bit iffy while those from XOM have never been a problem in my experience.
The Ultra is a good choice of filter, although it isn't the only good filter out there. These can be found at good deals and Fram does offer the occasional MIR as well.