Funny, how you get used to the norms of where you live. Today was about 30, but felt quite warm in a light winter jacket. From what the weatherman says, we're in for below zero temps real soon. Nobody here enjoys that either. What I can't take, is temps above 80 with high humidity.
Welcome to SMF. I'd say you didn't give it enough time to fully cook the meat, to completely melt the connective tissue in the pork. Most of us smoke at 225f to 250f. I've never taken a pork butt off the smoker before it has cooked for at least 12 hrs. Don't worry about it though, every cook is...
Pellet smokers don't give the food an intense smoke flavor. Since more smoke is produced at lower temps, you can set it at the smoke setting for an hour or more, then turn it up to 225 to 250 until food is finished. You should have a smokier flavor than if you hadn't used the smoke setting.
That's a good price for American lamb. All I find around here is New Zealand lamb which is supposed to be stronger flavored. But we love em grilled hot and fast. You could take off smoker before 140 and finish with a sear in a super hot pan for a minute per side.