Hi Allen..how cold was it outside, windy? Couple of basics, which you may already know, did you pre-heat to say 260 - 270 before adding meat and use boiling water in the water pan to start?
I do think the heater is under powered for using the 40" model in cold weather, better sized for the 30" (same heater). Those with the 30" models don't seem to complain about much about this.
I found, with my MES (40" also), it had a tough time recovering back to set point temp in cold weather. After loading the meat, or after mopping, the recovery seemed to take a while and the top end was limited. I like to play around with things
, so I added an extra heater to mine (different thread). I also found that adding charcoal chunks in with the wood chunks seemed to help with the recovery. Think it adds a few extra BTUs to help the cause.
Another trick I was going to try was to use 1" thick foil lined foam board insulation to add an extra layer of insulation over the outside. It would be pretty easy with some aluminum duct tape (looks like sticky backed foil) to cut side panels and connect the foam together.
I also added extra latches to the top and bottom of the door to keep it sealed. When the unit was cool the door was fine. I noticed after it heated up, the bottom of the door bowed out slightly causing a pretty good gap along the bottom. This let it draw in cold air through the door instead of through the wood box. The latches keep it sealed now.