Fuel Pump intermittent when starting in cold weather

1999 Ford Ranger 4x4. When temperature drops below freezing, fuel pump becomes intermittent. Must turn key on and off several times while listening for fuel pump to run. Checked signal to relay. Itermittent. Checked connections, all good. Once it starts, problem goes away. Makes me suspect it is anti theft problems. Any ideas?

I would think if it was anti theft, the theft light would be flashing rapidly. You do have a theft light that flashes every five seconds or so?

That’s an excellent point. No, it doesn’t flash. It only comes on at startup. I have replaced the fuel pump relay but I wonder if it could be the PCM relay?