most of my experience is on aircraft engines, jets mostly.. so I am getting it just not like I want ..
Part of the cold start process when very cold is to have the pedal floored. I use this, get it started, pull the cold start, and still feather the throttle for a while as it warms up. Same on both my cars.
I am having a difficult time starting and stay running . unless I pull cold start out wait for glow plug light to go out, attempt to start. it catches and dies.
I could be wrong about many things this included but I thought to start a cold engine regardless of ambient temps you first want to pull the cold start handle, burn the glow plugs until the indicator light goes out then start the engine. Drive normally for a few minutes and push the cold start lever back in as soon as the temps gauge begins to move off the resting position. I'm fortunate never to have to start in temps below the high 20's F so don't have any experience starting in truly cold weather.