Hi Foreman,
there are many possible causes for the issue. If the problem is caused by your head gasket, usually one bank is affected and would still run on 1 bank after a roughly starting. The oil in your PCV can have several root causes, and a diesel engine will never have an clean intake. Maybe the turbo is spilling oil f.e.
I'd start measuring the fuel pressure at starting. Once with cold and once with warm engine. To fire up a pressure of 500bar is needed. If it's not reached, a malfuction of one injector, the high pressure fuel pump or the pressure regulation valve is an option.
Due to the fluid physics of diesel it's barely less fluid at cold temperature, so this might be an valid point for your claimed behaviour.
BR
Tobias