It could be a faulty thermostat. However, even with a good thermostat, very cold temperatures can hinder the engine from warming up. That's why you see the grill covers on school buses or trucks that can be adjusted to limit the amount of air flowing thru the radiator. I can remember driving across the Great plains some years ago in below 0 temperatures in the dead of winter. I knew my thermostat was good but I couldn't keep the coolant warm. I stopped at the first dumpster, picked up a piece of cardboard and blocked off about half the radiator. Presto! heat again.

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1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13