Pay Attention
Your diesel engine will have less cold weather problems when properly maintained and appropriate attention is paid to fuel, battery and oil issues.
Specific checks include the engine and drivetrain. Check all fluid levels including axles and transmission and the serpentine belt and pulleys. Next, inspect the cooling system and that includes hoses, water pump Weep Hole and Shaft Play. Make sure you check the freeze point and adjust your antifreeze level to the lowest temps expected and that your antifreeze is topped off to the appropriate level.
Other engine checks including inspecting the block heater, cord and plug and testing your glow plugs and relay. Also change your oil to SAE Grade consistent with lowest expected temperatures and replace/clean your air filter if necessary. This would also be a good time to drain your fuel bowl and change the filter.