Ok well Rudy i as you know i work on cummins diesel's but they all are about the same, what i believe is happening is cold diesel is thicker and harder to pump [right] so your supply pump is weak and just can't pump correctly when cold, that's why you must help with priming, get's enough fuel to injection pump to keep engine running untill it get's warm, and the returning fuel to tank from injector's and injection pump, warm's fuel in tank. making it easier for the supply pump to pump.
''JUST MY TWO CENT'S WORTH''