Yes, turn on the key and wait about 30 seconds then start. The glowplugs continue heating for about 40 seconds after the light has gone out.

Change your oil and use a 15W-40 API CI-4 rated oil. This grade of oil is acceptable for our Oklahoma climate. I don't believe your oil is diesel rated and the 20W-50 is too heavy for Oklahoma's coldest nights.

Check the water level in your battery, then give it a overnight charge. If you don't have a battery charger take it for a long drive on the highway.

Do you have any idea how your compression is?

When was the last valve adjustment?