Diesel is having trouble starting in 40 degree weather when plugged in.

This info is from Repairpals Common problem reports for your vehicle RepairPal Verified "Use correct oil to prevent engine performance problems" Using the correct oil for this engine is critical. Improper engine oil can foam in the high pressure system and not develop enough pressure for operation. Symptoms of this can be hard starting, long cranking time before start, rough engine idle, and a lack of power. Another sign is tiny bubbles in the oil on the engine oil dipstick after the engine is shut off. The additives in the correct oil that protect against foaming can still break down, so changing the oil at the correct intervals is important.

try replacing the glow plugs see if that will help. if you dont want to do all of them, remove them one at a time and check their resistance.