New to diesel trucks

[Blacklilac]

So I recently bought my first diesel truck, 2010 350 XLT. I've got lots of experience around big diesel engines but not trucks (Cats, Kensworths, etc). I've just got a few questions for more experienced people here.

First, been freaking cold here (-50C area), my fuel was gelling off on me but got that all worked out. It's warmer here now but could there still be **** in the fuel filters and should I change or clean them?

Second, it has been cold and i've been pushing some good white smoke. Now whether it is smoke or condensation but I just want to make sure it's not my EGR valve getting ****ed.

Third, i've noticed it can be a little rough shifting sometime. By rough I mean it surges when it shifts. Haven't noticed any actual hard or missed shifts just surging.

Any help or answers would be greatly appreciated!

[Blacklilac]

A few more questions, trying to decide what to do about my EGR cooler and DPF. I've talked to my local ford shop about warranty and the most they would say was "be cautious about what you do and what tunes you put on". I live in a oilfield town (and I work in the oilfield) so it's not a big surprise if they see a lot of trucks that are deleted and tuned.

I have an extended warranty up to 150k or 2016 or something. Is it worth the possibility or pain in my *** to reinstall EGR/DPF when I need warranty work done?

I'd like to get rid of both but would it be alright to just disable the EGR? If I disable what is a good programmer to go with that won't really pick up when they investigate for warranty work?

Does anyone know if it voids any of your warranty when you install something like a bulletproof EGR cooler?

Coolant filters, is that going to affect my warranty at all? Is it worth the effort any money to install it?