Cold air from door vent
I don't have a late-model Ranger but the older trucks also had similar screen-like openings at the bottom of the doors. As I have a base model truck, I assumed they were for speaker grills if the truck came equipped with a stereo.
To check if your truck has heat run to the doors, open the door and inspect the area near the door hinges to see if there is any ducting running from the kickpanel area to the door. It would either be an accordion-shaped duct or a rubber gasket type seal. With your heater on hot and your fan on full, check to see if there is air passing to the ducting. If not, check for ducting that may be disconnected under the dash.
If there isn't any ducting or opening, then you may just have a venting issue under the door panel. Under the door panel there should be a flexible sheet of plastic (like visqueen) that seals the door panel from the inner portion of the door. This plastic sheeting may have been removed at some point in the past and would account for air passing down along your window, through the inner portion of the door, and escaping from the grill near your leg. The original plastic sheeting was held in place by a butyl rubber based glue, remaining permanently flexible. I've replaced the sheeting on vehicles successfully using silicone, also.