Ford is selling a 5w-40 diesel synthetic and has "backed-spec'd" 5w-40 for all current and previous Ford diesels.
I use Delvac 1 or Mobil 1 for Turbo Diesel Trucks in my '05 Powerstroke year round. Some guys run 15w-40 all year up here in Cody, Wyoming. That's idiotic.
I have had my truck parked outside and cold-soaked down to -20 over 8+ hours. Next to mine, another 6.0 was left for the same amount of time. Both trucks were started at the same time.
Mine started immediately and normally. I drove away slowly after 15 seconds. The other truck put on quite a show, bucking smoking, etc. I've had many other 6.0 owners ask me why my truck starts so much better in cold weather.