With my 06 4.4, it was under waranty, and I really pushed the dealer very hard to get a full resolution of my problem (same as yours it seem).

They kept the car for 3 weeks last winter, they changed everything, but its still not totaly fixed.

Now out of waranty, I have decided to work around the problem, to manage it. That is...

-keep the car in the garage (heated) overnight.
-decrease the short trips as much as possible.
-when I park outside and its very cold, I start up, and then I press the pedal just a bit so the engine stays at 1000 rpm for a few minutes.

I don't pay attention anymore to the check engine light which normally goes off after a few days.