Pausing 5 minutes between 20 second tires is a little long. Whatever progress you make will be negated by time. Try 10 second tries 10 seconds apart. The manual says to crank continuously for a minute or something like that. I can't see how that's not asking for trouble.

You might help your injection pump along. Crack the the lines into the injectors while you crank. When fuel leaks from a fitting, tighten it and crank again. It'll probably catch before you get fuel out of all 6 fittings but I find that if I don't help the priming along for each cylinder it can take a while of rough idling before it smoothens.

Oddly enough my 2 SDs never needed priming after replacing the fuel filters.

I was tempted to bypass the fuel thermostat when it sprung a leak. In my case either the plastic end piece cum fitting or the o-ring cracked when I replaced all the fuel lines. Turns out there's an inexpensive repair kit available at the dealer that includes both pieces. I needed it ASAP so I didn't check FastLane.

My SDL is that way when it's cold. I find that going through a couple of glow cycles, leaving the key in the on position for 10 seconds after the glow light goes off, works wonders. The glow plugs are pretty new and resistance checks out. Could be any of a number of things causing the cold start roughness. Lazy glow plug, lazy delivery valve, low compression in one cylinder, etc. Check the resistance through the glow plugs and consider new delivery valve seals if they're original. Otherwise, live with it.

Sixto
95 S420
87 300SDL