First, check the engine compartment for coolant leaks. Many times, the smell of leaking coolant in the engine compartment will make its way into the passenger compartment. Pay particular attention to the two hoses that go onto the tubes of the heater that go through the firewall.

I doubt that a coolant leak is what is causing your reduction in heating ability. If you were leaking enough coolant to reduce the heat, you'd be leaking all over the place, and the coolant level in your radiator would be low.

On the other hand, you could have a collapsed heater hose, or a partially clogged heater core. In your kind of weather, it's often hard to tell if the cooling system has lost some of its engine cooling ability, so other causes can't be reliability checked without test equipment.

If you plan on replacing the heater core yourself, outside in sub-zero weather, I'd try running a radiator flush in your sooling system for a day or so. That might open up any obstruction in your heater core. However, it may also make any leak more prominent. But, at least you'll then know for sure where it is.

If you determine that the heater core is bad, and you're going to have it replaced by a mechanic because of your cold outside air temps, I'd strongly suggest a radiator shop rather than a dealer. The radiator shops deal with that job a lot more than the average dealership, and it will probably cost you a lot less.