ya may want to drain it and put in some good 10(or less)W40 and see if it makes any improvement in cold performance. some car salesmen put in 90W to eliminate any noises or smoking... this would perform this way, the turbo would have hard time overcoming cold 90W oil. and it would be heavy on the rotating assembly...
if the oil drains out quickly when cold, that is probably not the problem... check the alda hose. or the alda selonoid. and the primary filter should be clear, not dirty looking at all. if it is suspect the fuel tank screen. but I can't really see theese causing cold problems, just problems in general... really think it is the oil.
John