Ok, hold your horses. I had a similar experience a few years ago. First, how cold is it? Second, what does it sound like? I ask because I moved to a colder climate and all of a sudden, below 30*, I noticed a roaring sound and truck seemed to be losing power. Acceleration would stop it but as soon as speed leveled out it started again.
I took it to 2 ford dealers and neither could figure it out. One went so far as to suggest my waste gate was sticking. Funny, I don't HAVE a waste gate. Both dealers spent a collective SIX WEEKS diagnosing NOTHING. Our trucks have an exhaust back pressure valve to aid in warming up on cold starts. It is a butterfly valve under the turbo that closes in cold temperatures and then stops once the engine is warmed up. If your truck roars and feels sluggish, it is probably the valve and it is entirely normal. Just because a ford "technician" says he thinks there is something wrong, don't believe him without further investigation.
There is a simple test - unplug the EBPV. There is a plug near the base of the turbo. Unplug it and the valve will not close. It will cause an error code but no other problem. If this does not fix the issue, then maybe you do have a problem but don't jump to conclusions yet. If 2 dealers could not figure out my stock performance, I hesitate to put any faith in their diagnoses. If a technician can't tell from a visual inspection that I have no waste gate, what does that tell you?