p04020 reading and frequent overheating. stalled in below freezing weather.

The P0420 is for the catalytic converter. If the converter is clogged, it may cause a back up of exhaust and overheat. I would have the catalytic converter checked.

There is no such thing as p04020. I think you mean p0402 or p0420. A code P0402 most likely means one or more of the following has happened: The DPFE (differential pressure) sensor is faulty and needs to be replaced. There is a blockage in the EGR (most likely carbon buildup). The EGR valve is faulty. The EGR valve may not be opening due to a lack of vacuum. This would not cause overheating. A P0420 indicates catalytic converter efficiency is below threshold, which could mean it's plugged and needs replacement. This could very well cause overheating if it's badly plugged. This should be addressed immediately, as the excess heat in the exhaust system will quickly destroy your exhaust valves.

A full scan test is needed... Not just having a parts store read the codes!!!.. Most any good auto repair shop should be able to do this!