Glowplug ECU/relay is a common failure on both 1.9 and 2.4 models, so it could be that. It makes the glowplugs only come on for a split second or not at all. The car should still start without them though just be a bit longer cranking and a bit spluttery once it does fire if its especially cold, so I guess its not your problem.
Remember, diesels need 4 things for combustion: Air, fuel, compression and heat. Theres usually enough heat from the compression to start. Air is usually a given, but check the throttlebody is not coked up and stuck solidly shut, and check EGR valve is not stuck open as this can stop starting. Compression will be fine if the engine still runs OK. Last thing is fuel - check filter is not blocked (or change it and bleed system), check fuel cut-off switch, make sure theres plenty in the tank, check ECU for fault codes, check for power at the ECU (engine light should illuminate when ignition is turned on), check CODE light is coming on and going out as it should, check for correct crank sensor operation (read rpm in parameters while cranking), etc. There's always more, but thats usually the major things that stop the diesels from starting. Oh and make sure the battery is good - the injectors will only fire once the engine is spinning at the correct speed. If its not turning over as fast as it does on a mild day, then that'll most likely be your problem.
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