hello!
Sure is a strange problem you are having, I will agree with you there! I had a Jeep CJ years ago that had a similiar problem with the transmission; it would lock up tightafter sitting at night in freezing weather, but after running for a while the manual transmission would start shifting normally. This was due to river water from a 4-wheeling trip that had gotten into the transmission case and was freezing up into a block of ice at night. So, your thought about the ball joints freezing might be something worth investigating...
Here is how I would approach diagnosis of this type of problem:
On a cold weekend, or whenever you wife won't need the vehicle the next morning, try disconnecting the outer tie rod ends from the knuckles and let the vehicle sit overnight so that the symptom occurs. Then, the next morning, jack up the front end and try turning the wheels by hand from outside the vehicle. If you can turn them this way, then the problem is not in a ball joint, it is in the steering linkage or steering gear. If you find you cannot manually move one or both wheels, then you have narrowed down the location of the problem.
Another thing you may want to look closely at is the front axle universal joints; they need to be able to flex to allow the wheels to turn. If one of the front axle joints is binding up for some reason, this will interfere with steering ability.
Also, is htere any chance that the problem may be in the steering column?
I have searched a couple repair databases, and have found nothing that matches the symptoms you are having... aparently it isn't something common.
My suggestion would be to start disconnecting components and let the vehicle sit overnight to allow the problem to recur; it should be fairly easy to narrow down the area of the fault by disconnecting such components as the tie rod ends, the column from the box, or the pitman arm from the steering linkage to see where the binding is occurring.
I hope this is helpful; if so, an accept would be most appreciated! thanks!