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I'm with Pogue and think HPOP sump isn't holding oil. Also with really cold temps the batteries are really stressed. The PCM needs to see ICP at 500# before allowing the engine to start. With the glowplugs running, super cold batteries, and cold oil you are straining your starting system while cranking. Best bet is to hook up a good heavy duty charger/jumper and try your cold start again. If the added power spins the truck faster and starts quicker then you are looking at new batteries (both) and possibly a new positive cable.