PP is a great oil, if you're happy with it then stick with it. If you're curious, then try the 5w-20 next time and see if you (and the car) like it better.
I've never lived where the winters get that cold, but from what I understand a 5w-XX oil should work. Though if you wanted better cold flow properties in the winter then you'd have to look into a 0w-XX oil.
Also, since its a Ford and you say 5w-20 is recommended, I'd be foolish not to suggest Motorcraft semi-synthetic. It's shown itself to be a solid oil, at a great price, with very good cold flow properties. The oil is made for Ford so it should meet all Ford requirements (though it's a great oil that any car can use). And it should do 4k miles with ease, probably more but you might want to do a used oil analysis (UOA) to see how its holding up before extending your oil change intervals (OCI).
What OCI interval were you planning to use with the vehicle? Chances are conventional or a semi-synthetic like Motorcraft will treat you well, but if you're planning on doing extended OCIs, then you should move up to synthetic