The aux pump shouldn't be at all an issue here so I think you can safely ignore that. Given the fact you have good heat I'd say 99% probability it's the sending unit. If the coolant temp actually is at 40 degrees Cent. then the heat you'd be getting from the heater would be feeble at best. Before just replacing the sending unit though I'd check the wiring since from my (limited) experience when the sending units fail they just flat out don't work. It may be a very simple loose wire that vibrated off on start up when it was really stiff from the cold.

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LRG
1987 300D Turbo 175K
2006 Toyota Prius, efficent but no soul
1985 300 TDT(130K miles of trouble free motoring)now sold