Thanks for the answers. I usually let the car run for 1 to 5 minutes depending on the temperature (to get the oil moving), and if I have time I'll leave if for the same again. I drive slowly and out of boost until it's warmed up so that I don't risk damaging anything. The steering and gears take a couple minutes to loosen up, but the other two problem are constant even after 20 minute of driving. The brakes apply hard when I barely touch them, so on ice they lock up and trigger the ABS almost instantly. The car remains sluggish at the normal running temperature.
We had a heatwave yesterday evening - it hit 8F - and the car behaved much better. My main concern is whether the change in behaviour is normal (then I can stop worrying about it) or if the temperature is exaggerating another problem (like a leak for example). The car is 6 weeks old so it's not going to cost anything to repair, but from what I hear it's hit or miss as to whether a dealer would put labour into finding out if a problem exists unless it's obvious.