One thing I experineced with my GLD (before I sold it) was the glow plug relay failing. For me, it would get stuck on, and draw power even when teh car was off.
Perhaps, yours isn't working, which explains why it's hard to start cold, but OK when starting warm.
I'm not saying that this is the cause, but something to think about maybe
(can't rememeber which number the relay is, shouldn't be too hard to figure out though )
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