The weather in Southern Alberta generally ranges to the extremes with the average somewhere in between. It can be bitterly cold -30's (Celsius) to mild in the low teens (+12 Celsius). I'm not sure what weight of oil you would want for a diesel, most people with gasoline engines run 5w-20 year round so whatever a diesel equivalent to that weight would do fine. As far as differential or transmission fluid, everyone pretty much just sticks with the factory recommended weights ATF Type II etc. People generally don't switch transmission or differential oils based on the weather around here. They do however quite often throw in synthetic or lighter weight oils in winter just to make cold starts easier and it allows the oil to circulate better before it warms up.
Your oil can be changed when you get here if you think it's a problem, just go to one of the drive through lube shops. One thing I would recommend though is an engine block heater. You don't need it most of the winter but for those times if/when there is a bitterly cold streak it can sometimes mean the difference between your vehicle starting or not starting.
