When starting in that kind of cold, technique makes a difference, too -- at least for our VW TDIs:
- Give the battery a little less to do by making sure heater fans, window defrosters, heated seats, radios, etc. are OFF before you turn the key. It also can help to pull up the parking brake just enough to switch off the DRLs.
- Once the car is started and settled, though, turn on as much electrical as you can (but don't call for heat); the added load helps the car "warm up" faster.
- Sometimes it makes sense to "double-glow": turn the key in the ignition, wait until the glow-plug indicator light goes out, move the key back to the off/remove position, and then turn the key again and wait until the GPI goes out. Warms things up a LITTLE for starting.
I've started my TDI through 12 Minnesota winters and it has always started. Sounded like a coffee can full of rocks for a few seconds, but it started and stayed on. It's never plugged in. And, at -30 to -40 (C or F; at this temp it makes little difference), many
gassers won't start. Jeez, at those temperatures,
I have a hard time getting started....