-2F is not usually cold enough to cause the engine to fail to start.

I would get the battery load tested. Most auto parts stores or where you purchased the battery will do so at no charge. You can also check how much the alternator is putting out from the OBC via the cluster.

Did the engine crank for a fairly long time? Did it crank slower than normal or not at all? Is the battery cold cranking amps the same or more than the old battery?

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X5 4.6 2002 Black Sap, Black interior. 2013 X5M Melbourne Red, Bamboo interior
Dallas