While I don't know your car, I would think that the cold start is not yet impacted by the O2 sensor, as that only starts impacting once warm.
So if it has trouble while cold, the cold start valve (if your car has one) is suspicious. Once warmed up, the O2 sensor feeds the EHA and adjusts fuel mix as required.
You haven't given info about the specifics for all the usual suspects you list. How old is the fuel filter, how old the injectors etc. Have they been replaced at the recommended intervals?
I also have trouble with "warm starts" on my car (87 420) when the car has stood anywhere from 1 hour to 5 hours and haven't found a solution for it. I suspect fuel vaporization/fuel distributor problems.
Hope this will get some better experts than me to chime in.