Oil pressure

Oil was probably a thick sludge and you had no oil pressure until it warmed up, who knows what the clicking was, valve train most likely considering lack of oil pressure. 10 degrees is brutal, most people living in areas in temps like that will use a block warmer to pre-heat engine, and/or use a lower viscosity oil. You may want to look into an additive if you expect these temps to last for several days.

Change your oil and filter Low oil pressure caused by thickening (Viscosity ) should be a thing of the past since the introduction of Multi - viscosity oils .Example ( 5 W 30 ) ( 10 W 40 ) Use the oil that the manufacturer says (usually it's marked on the dipstick