Check your engine temp sensors. If your coolant temp sensor is faulty and telling your engine that it's warm (when it's not), it'll never engage the cold start function. If you heat everything up before you start it, then it should start up becuase it doesn't need the cold-start function.

Exactly how hot does the heater get the engine, anyway?

And to answer your question, no, there isn't a "cold weather sensor that won't allow the engine to fire until it warms up".

After all, the engine has to start and run in order to warm up.

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A.S.E Tech A1,A6,A7,A8 & MVAC 609 + EPA 608

Unless stated otherwise, any question I ask is about my greymarket 1985 380SEL.