I found there is a delay in the HVAC actually firing up when you set the climate controls to Auto. I think the delay is programmed into the computer to allow the engine itself to warm up properly before engaging the A/C compressor. As many times, the Auto function will also engage A/C.
It's been real cold here lately too. I found the HVAC system didn't fire up for several minutes with the engine dead cold. I turned off Auto for the HVAC and got the HVAC to spin up blowing air through the vents.
Keep in mind, it's going to take quite a few minutes for any substantial heat to be blown out the vents because the heat used in the HVAC system is from the heat of the cooling system for the engine. There's a lot of water/anti-freeze which has to reach a certain temperature before you'll feet heat through the heater core in the dash.
On my BMW, I typically get heat pretty quickly through the vents and wondered how that was possible. Come to find out, BMW added an electrical heater element to provide temporary heat until the engine warms up.
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