I feel your pain brother!!! I am in Edmonton (aka siberia) also.
My pathy basically plays the role of the winter beast, and It gets terrible fuel economy when it is this cold + major exhaust. I wouldn't worry to much about the smoke from the exhaust as I am sure it is just the norm when the temp drops.
With the temps this low i get 275-350 kms/tank, this is with warm up idling and 4x4 about 20-50% of the time.
In nicer weather and no need for 4x4 the truck gets around 450 at best if I am driving nice, more realistically 425/tank.
For reference my wd21 is a 95 v6, auto, 4x4, 215k, 235/75/15 nokian Vativa a/t's
Check your fluids, if it looks like they are still there and are not mysteriously disappearing then all is fine. Also I have had the wd21 for a little while and used to have an r50, on super cold mornings with a small-medium commute I found the truck stayed a touch cooler (according to the gauge and heat from vents) than it would get on a more mild day. If you have "mayo" (white scrap) under your oil fill cap it is an indicator of water in your oil, and oil in coolant is easy to notice if you look around.
A nice touch for winter would be placing a sheet of cardboard in between the AC condenser and the radiator, this will act as a poor mans winter front and aid in the engine warming and keeping warm while driving, works for me.
good luck with your pathy.