The 0/5/10-W rating is essentially polymers in the oil that let it pour down a hole at the same rate (same viscosity) even when in frigidair. These ingredients don't do much to lubricate. The advantage of using in cold outside is less startup strain on motor although, since you are not getting power off of it, I'm not sure if its that big a deal in a driven pump. Incidently, have not seem any -W ratings in non-detergent. You might go 20 instead of 30, non-detergent.
Non- is used if no oil filter as detergent oil suspends carbon particles and other stuff that leaks through combustion piston rings etc. (chemically something like a cross bar on a u-magnet) so it circulates until filtered out instead of embedding and growing a colony. In your compressor, these particles will splash circulate continuously which may cause more wear and failure in some cases.
Non-detergent oil lets particles settle which is why the inside bottom of your pump will look like a can of sludge. Synthetic is generally always better except for breakin when you want some conditioning wear for smooth running. Some "synthetic" is actually a blend. You may be in confusing territory as to where to get it. Amsoil PC Series is probably tops for reasonable $ but most Amsoil dealers in my limited experience do not stock (guess you could order but that might take too long).
Incidently, you want the best of the best--then buy DeVilbiss Sythetic--you get it at the Devil's dealers but it will cost more than a cheap compressor pump. This stuff is kool aid in color, pours like syrup, and is made for 24/7.