I'd check that you're getting full power to the glow-plugs, they pull a lot ofcurrent so take care when checking but see if the relay is clicking when theignition is turned on first and also check the fuse if this is OK check to seeif the engine earth strap is also OK.
If the plugs haven't been changed in the last 20K then they may have to bereplaced.
You can test theglow-plugs with a multimeter by measuring the resistance across the plug (between the power connection and the body) it should be around 4-8ohms if itstending to infinity / open circuit the plug is faulty or by using a clip on current clamp, either on the supplywire to glow plugs or onto engine earth, with glow plug light on you should see15-20amps for each glow plug fitted, 4 cylinders would be approximately60-80amps.
Also its worth checking that the electric pump that feeds the main fuel pump isworking correctly, it should run for a few seconds then switch off when youfirst turn the ignition on. If the connections to this are corroded or damagedthen the pump could stop at any time. Check that its relay switches in and outand the relay contacts are clean and bright – replace the relay if in any doubtand do the same for the fuse, ideally measure the voltage at the pump and checkits getting 12V
Also if its notinjecting at all then check the connections to the crankshaft sensor, unplug itand check for corroded contacts and broken wiring, and consider fitting a newsensor - do the same for the cam position sensor
If the EGR valve isstuck open then this too can effect starting so try disconnecting it to see ifthis helps or changes anything
Could also be aninjector leaking fuel back through the overspill pipe, so not getting enoughfuel pressure to tell ECU to fire the injectors, this is trickier to find andyou’ll need the garage to do a ‘run back’ test to identify which one is theissue
Lastly it’s alsoworth considering fitting a new fuel filter as if only slightly blocked thiscan lower fuel supply pressure and choke the main pump, the pump will be moresensitive to this when its cold as diesel thickens considerably with lowtemperatures.