Thanks, for the info. By cold start i don't mean cold enough to need anti jell. I just mean sitting for 12 hours. temp is only been like 40 f. I don't think it is sucking air at the filter though because I've seen this on other diesels and when they suck air they run bad till air clears. This shuts off like you turned the key off. And then once you pump fuel back in a few times it starts normal and runs normal. (i don't mean it cranks and cranks then starts) Sorry I'm not trying to say your wrong just trying to add more info on the problem and discuss reasons.
03 2500HD CC, SB, 4X4
STOCK OTHER THAN A GUTTED MUFLER