I forget you folks are so cold (it was in the mid 80's here today.
Something might be up with your fan too. While idling in town while it's so cold outside, the fan should keep your temps nearly as low as they are on the highway.
So if you have heat while the car is idling, it is possible the stat is closing and you dont have heat. It happens to older 4 bangers in the cold a lot.
I might get off a highway after a little jaunt [where you did not have heat] and pop the hood. See if the upper rad hose is very warm or hard (insert joke here). Also see if the heater hoses are warm. Be careful of hot hoses and all that.
Otherwise, I think you might be right about the stat closing for a bit of time and for some reason you get no heat.
I suppose you could try flushing the heater core. That's always an iffy proposition.