Exactly how cold was the engine when you tested it?
The cold start valve will not open at temperatures above +15c (59f).
Check the two pole temp sensor on the manifold, Resisatnce should be nearly the same measured from ground to each pin seperatly. At 20c the resistance should be 2400 to 2600 ohms.
Good luck Mike

Well I guess it wasn't less than 20c. Thus it didn't function....
I'll try to change the fuel relay and see..

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True, the cold start valve will not operate at temp (water temp, not air temp) above 15c.