A lot of people run the 5-40 synthetic oil. It will just cranck quicker on cold start up. Not much of an issue (at least here) right now, but winter is coming. Most people that have ran it preffer the 5-40 synthetic over 15-40 conventional oil.
5w40 diesel oil uses better base stocks for blending the oil which lead to better cold-flow properties. The base oil also has better high temperature properties and usually stands up to shearing better, which is important in a HEUI fuel system.
Yes, you can use the 5w40 with no issues as it's better oil than 15w40 in most cases.
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