check engine on audi only when cold

Hello to all.. This past winter, I got a check engine light when the car is idle or stopped at a light. the car revs highand rough for as econd then the CEL comes on. This only happens when the car is cold. I pulled the code which indicated o2 sensor 2/ fuel too lean. I replaced the sensor, but this did not take care of the problem. Once the car is warmed up it runs fine, Also, It is now hot outside and the symptom does not exist.

Temperature related...
Coolant temp sensor?
Thermostat?
Temp switch?

Thanks