Check how long the glow plugs stay on. Should be about 35 seconds even though the light may go out sooner. If they do not stay on enough they won't get hot enough to start in cold weather.

I would also check the fuel pressure going into the injection pump. When starting the fuel pump is going very slow and a weak fuel pump may not create enough pressure to make enough fuel flow into the injection pump. It also could be bad valves in the fuel pump. I am having this trouble with mine now. Try pumping on the hand pump while someone turns the key to crank the engine. If it starts, your trouble is the fuel pump.
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