Wintertime Service Engine Soon Light

2004 F150 Heritage with a 2.4L V6. My SES lamp comes on with codes P0171 and P0174 only when using the temperature control knob on the dash. as long as it stays on cold (Fully CCW) the light stays off, but as soon as I adjust it CW to make the air a bit warmer the light will come on a few days later. It has been my experience that The bank 1 and 2 lean codes are caused by vacuum leaks, so I am assuming that the heater control switch sends vacuum to a heater control valve. Has anyone experienced this before? Does any one know where this elusive heater control valve may be? Any insight or suggestions would be appreciated.