Thanks guys. A diesel mechanic told me that the premium diesel is mainly for the newer diesel engines. He also indicated that my car would actually run more efficient with the 40 octane diesel since the fuel is thicker and burns slower.
As far as the diesel fuel and low temperatue, one soluction is also to add Kerosene to the diesel. We experienced very low temperature this past January (6F) and I did not have any problem.

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