I would assume the 5W40 and 15W40 are Group III based, while the 0W40 probably contains a decent amount of Group IV PAO for its low temperature ability.
Living in a warm climate myself, I would prefer a 15W40 Grp III over a 5W40 Grp III any day of the week. My view is that, given the same oil Group, you should never buy more cold weather starting performance than what you require for your climate.
To improve starting performance, within the same oil Group, you need to use lower viscosity base oils in the blend, then jack it up on polymer VII. It's these polymer viscosity index improvers that shear, not the base oil. The lower viscosity base oils would also have a higher Noack volatility.
So comparing a similar formulated, 5W40 to a 15W40, the 15W40 would be more shear resistance and show lower Noack volatility, win & win if you can start with it. If you live in a cold climate, then no choice, the 5W40 or 0W40 is the better selection.
To me I don't see the point of 5W40, if we assume that the 0W40 is blended from PAO. A Group IV 0W40 and a Group III 15W40 is all you need. Given similar price points, but PAO oils are usually more expensive, hence 5W40.
BTW I don't know for sure how these actual Rotella oils are blended, I'm talking in more general terms.
Here is a Rotella T6 15W40 VOA
https://www.bobistheoilguy.com/forums/ubbthreads.php/topics/5069502/