I had a similar problem recently......but, I am mostly likely dealing with much warmer temps......just under 40 degrees. I ended up having 2 problems.

My glow plug relay was bad, even though the glow plug light did come on at the dash. It came on, but for much shorter time period than it should have. The relay looked fine on inspection and it's fuse was fine. When I took it out it to put a "junk yard car's" on, I realized it had oil dripping out of it (just got the car over the summer). Once I had that fixed......immediately I had the dash warning lights stop working, but the dash glow plug light worked fine. Then I replaced the voltage regulator and everything worked the way it should. I too was having the "cranking" issue and my battery didn't seem to stay charged, but the "battery" dash warning light was lighting up so dimmly I couldn't notice it unless it was dark outside.

Just an idea...thought I'd share my experience.