Be careful of clay in the cold. If it's very hard, it can sometimes marr the heck out of paint. I've found that clay in general leaves some amount of marring, and I've had better results with Nanoskin mitts.
I am not a fan of Collinite, as I feel that there are far more advanced products out there. Think of Collinite as the 20w-50 from the 70's. However, qwertydude has coached me into giving 915 another try soon…will report back.
I still think Optimum Opti-Coat 2.0 is your best bet for long-term protection. Cost is about $25 or so per car and you should be set for at least a couple years. Most of the traditional sealants are big dirt magnets -- the newer nano tech coatings and sealants do a far better job at dust/dirt repellency. If you like a wipe on/off deal, CarPro Reload should get you 3 months and will take 10 min to apply.
If you're really insistent on waxing, and in the cold, I suppose you can go over the panel with a hair dryer and hope it cures faster.
And if you really prefer a traditional sealant, Menzerna PowerLock or Blackfire Wet Diamond would be my two picks…