A couple of comments from my 190Dt experience:

When cold, it will start rough, but won't stall/quit. I suppose that if you started it without touching the loud pedal and released the key as soon as you hear it hit it could and probably would stall. The owner's manual for that car says to push the pedal down (1/2 way?) until it runs smoothly and ease it back to idle at colder temps (have to look up the temp in the book).

The 190Dt has afterglow, so when starting really cold it doesn't hurt to turn the key on first, let the light go out as you buckle in and get settled, a few extra seconds of glow time (with the light out) will lead to a quicker/smoother start. At 30F mine will turn about 2-3 compressions and then hit.

If the glow-plug light doesn't illuminate (I believe it is an LED), far right end of the idiot-light row, that indicates that there is a glow-plug out. I believe that it will be number 1, or two or more of the remaining (2-5) plugs to turn off the light, however I further believe that something in the manual says that the light will flash after starting when the engine is attempting afterglow if there's a fault. Might be wrong on the last point, it's been a while since I read the manual.

Anyway, sounds like a glow-plug fault (or relay or ?? in the glow-plug circuit).

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Gone to the dark side

- Jeff