Over heats in extremely cold weather

What is your question?

This started last year, I replaced the thermostat and housing, also the water pump. Runs perfect in warm and hot weather. Seems like the thermostat is frozen shut, what could be the issue?

What makes this problem better or worse?

Very cold weather makes it worse

How long has your 2004 Ford Explorer Sport Trac had this problem?

Only in cold weather