Do you have enough fuel additive in the tank? Could be waxing. Been an issue here, and we aren't as far north as you.
I run a double shot of Howes. No problems. A single shot isn't enough to prevent waxing when it is below zero. The whole tank might not be trying to gel, but if there is any floating around, it will still plug the filter. Until there is enough additive in the tank, changing the filter won't help. Will plug up almost right away.
Have a fuel restriction gauge on the KW, and with a single shot, it was up ~25" at 0*F. Double shot, never over 8" cold, and comes down to almost 0 when the truck has been working during the day. I don't shut the truck off til I get home. Keeps the fuel warmer.