Thermostat was sticking in the "open" position so the coolant temperature would not rise above 40*C when driving in freezing temperatures. I believe this was also causing the motor electronics to throw a code for low catalytic convertor efficiency as the engine was adding extra fuel to account for the colder coolant temperatures. I thought it would be easy as I've change multiple thermostats before...and now for the rest of the story.

What a PITA! Thermostat is held in by two M4 bolts (10 Nm or 7 ft-lbs). The bolt on the driver's side is blocked by one of the oil cooler hard lines. So...oil cooler must be unbolted from the oil filter housing. So the sequence of events is:
-remove serpentine belt. Rotate tensioner to the full-open position using a breaker bar and 17mm socket. Before removing the breaker bar be sure to insert a heavy-duty shipping pin into the tensioner to keep it in the full open position. When the serpentine belt is reinstalled, use the breaker bar to move tensioner to full-open position and remove pin. Otherwise it is virtually impossible to rotate the tensioner enough to install the belt. There are lines in the way that prevent a large enough rotation of the breaker bar if the pin is not installed.
-long, large needle nose pliers to remove hose clamps connecting the water pump and block to the oil cooler.
-remove four M4 bolts holding the oil cooler to the oil filter housing. The lower inside bolt is a PITA to get to and to remove. Air injection system and solenoid valve take up too much real estate to easily get a wrench onto it.
-remove oil filter housing. You will need to replace the two o-rings at the interface. Part reference #26, #28 below. The o-rings install into the oil filter housing, not the oil cooler.
-remove and replace thermostat. Remember, 10 Nm or 7 ft-lbs torque.
-purchase and install the two flexible lines connecting the oil cooler to the water pump and block. The coolant lines are located in the "cooling system" portion of the parts catalog. When you look at the exploded diagram of the water pump, the flexible lines are #83 and #71.
-Install lower hose clamps and fit the upper forward clamp onto the hose as low as possible. Due to the way it fits, it is virtually impossible to slide the hose clamp over the line after the oil filter hard lines are installed into the flexible lines.
-before installing the oil cooler, stuff a paper towel between the back of the oil cooler and the engine valve cover/oil filter housing. If not and you do like I did, when that PITA lower inboard bolt falls out, it will go straight into recesses on the engine. I never did find mine so I lost two days getting another bolt. Buy at least one bolt or better yet, two! PN A002 990-84-12. Reference #30 below.

-to install the lower inboard bolt, I cut down an internal Torx wrench to about 1 1/2" long and inserted it into a piece of flexible rubber washer fluid line. I then threaded the tool around the oil cooler rear hard line to start the bolt. I used a pair of narrow-jaw vise grips to slowly thread the bolt in while simultaneously rotating the line. Final torque is accomplished using 90 degree internal torx wrench.
-when all is together, vacuum fill the engine with coolant.