well it's an old diesel that needs to warm up. the cold outside makes things a lot slower. I personally think you're over worrying. I'd let it get up to operating temperature before making any judgements. you should also let it sit when it's that cold outside at least 3 minutes so the oil can circulate. It sounds like you're immediately starting it and going which is not good. I don't believe in letting diesels idle for extended periods because it's not good but 3 minutes is a standard rule. you also shouldn't shut it off without it being up to temperature because you'll cause condensation in your oil.

enjoy the ride and stay warm!

also if the issue persists its worth checking your fuel filters. you said it sits a lot so that may be letting condensation get into your tank which could be causing gunk to clog your filters!

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Only diesels in this driveway.
2005 E320 CDI 243k Black/Black
2008 Chevy 3500HD Duramax 340k
2004 Chevy 2500HD Duramax 220k