Spot on, the Lucas or TRW pumps will not tolerate vegetable oil for long. The Bosch pumps are a bit stronger though. Also, you need to dilute the oil in colder weather otherwise it won't start. However, the Alfa has Common Rail Injection, and I'm not so sure if you can run vegetable oil in a common rail system. It operates at massive pressures.
First thing to try would be the fuel itself. Remove and empty the fuel filter, and re-try with diesel in it.
If no luck, look to the rear of the car, or at to see if the fuel returns into the fuel tank. The system is a suction pump which sucks fuel through the system and back to the tank. You need to establish if the fuel is returning. If it is not, it suggests an air leak in the system, and that is why it won't start. Unfortunately, I'm sure you need to access the tank from underneath to find this out.
Next thing you could do is to slacken a union in the high pressure fuel rail. Do not do this within an hour of trying to turn the engine over. The pump runs at close to 20000psi.
If there is high pressure in the system, slackening a connector will allow the fuel to cut a path past the union, and the components involved will require renewal. If there is pressure in the system, or at least fuel delivery whilst cranking the engine over, then the high pressure pump is ok, and it is likely the fuel itself or the glow plugs. The ambient temperature has fallen lately, and it could be just below the critical point with the vegetable oil to start the car.
You can get kits to run vegetable oil all year. They have a fuel heater in them to ensure the oil does not become too viscous to damage the expensive fuel system.