more lump on cold days?

I have done scores of cold temp cooks and I haven't noticed the difference.

As @Skiddymarker notes, you will use more primarily in the extended time it takes to warm up the BGE and any cooking tools you load in it (platesetter, stone etc).  Beyond that you will continue to burn more because of the larger temperature difference between the BGE external surface and the surrounding air.  I have not run an eggsperiment to quantify but I do know my lump consumption goes up during cold weather cooks.  YMMV-

It goes up a bit in cold weather as the egg loses a little more heat to the outside world.  I notice my draft door setting will be slightly more open compared to a summer day.  But I would not expect that coals that last 23 hours would be reduced to 15 hrs unless you are talking about a sunny 95* day in the summer versus a 0* winter day or even more extreme.  Probably how the coals loaded or the BTU content of the coals are also contributing to the difference you observed.

I can only say I have never run out of lump on a cook, hot or cold.  With that said, I have an XL and it holds a lot of lump.  If your Egg is small or medium, that might be the issue.  Otherwise, I would try to cook at a little higher temp to get done sooner.  Once you are up to temp, it does not take a lot to maintain it.