I have no idea what 'thinning the air' means. Starting fluid is highly combustible, far more so than diesel fuel, that's why the engine is starting with starting fluid. Your problem is almost certainly malfunctioning glow plugs. It starts once the engine is warmed up because glow plugs are less necessary in those conditions.
Tell us which kind of plugs you have and we can give directions on how to troubleshoot the exact problem.

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1977 300d 70k--sold 08
1985 300TD 185k+
1984 307d 126k--sold 8/03
1985 409d 65k--sold 06
1984 300SD 315k--daughter's car
1979 300SD 122k--sold 2/11
1999 Fuso FG Expedition Camper
1993 GMC Sierra 6.5 TD 4x4
1982 Bluebird Wanderlodge CAT 3208--Sold 2/13