While each engine has its quirks, a 15w-XX is good to -20 C or so. Now, whether or not I'd try to start a diesel in conditions like that without it being plugged in is another matter altogether.
Both 10w-30 and 15w-40 would work well. You're not going to see any wear control differences between those two choices.
No need for a syn in AZ, especially southern AZ. Those whom are suggesting that are just wasting our money.
There are two good reasons to run syns:
1) uber stupid cold temps (not likely in your area)
2) really long OCIs (often best paired with BP filtration as well)
Why not run a few UOAs with the dino lube at 5k mile intervals?; establish some baseline data. Then swap to a syn of your choice and see if you're getting 2x or 3x more of something in return for the money spent.
I do not recommend longer OCIs with the 7.3 just due to how our injection systems are designed. Save yourself the time and money and continue with a proven dino oil at 5k OCIs and forget about it. I run Walmart Supertech 15w-40. It has provided two very good UOAs for me under severe conditions.