I've not been out in -15 (it tends not to get that cold here) but it was -10 here and I was down to a T-shirt after an hour or so:
- I hang a blanket behind the seats with a gap for rear-view
- I've got a decent heater matrix and have given it a good clean.
- Fitted the blower off a defender - a bit of a squeeze and some bodging but a bit more air flow
I've had similar problems with rockers, mines an ACR camshaft. One follower had got a load of groves in it. I've rebuilt and done about 2,000 miles since and now its starting to sound ready for the tappets doing but not bad, hopefully its just settling in this time.
An ACR cam is worth the money if you can afford it - better low down torque. The head's also worth while for unleaded, higher (9:1) compression and polished ports. I've also stuck on a DMTL carb and tuned it up and get between 21 and 23mpg at 60-80 on the motorway, 26mpg at 50mph steady and 21mpg pottering around.