As you may know, when cold (engine temp below 60), the glow plugs will automatically come on as soon as the door is unlocked and opened (although no light comes on the dash)..... this feature is only on the TD and TDi's, not simply D... but should be on your TD.
So check the wiring that concerns this feature. Other than this, the plugs wont come on if the engine is up to temperature, so if it wont start in this instance i would suspect an injection problem.... when cold the inj. pump has a cold start boost device as well as the plugs to aid starting. So it could be this as well, depending on its age, this device is operated automatically by a sensor but pulled / released by a seloniod at the back of the pump, just above glow plug no. 1...... check this also. If the engine has 100K +, pull the injectors and have them tested.
It might start ok in cold because the heater plugs help starting (if an injector problem), but when warmed up and they dont come on, injection pressure alone might not be enough to start.. this would be a problem with the injectors, not electrics at all.
If there is an injector leaking, i.e, wetting the cylinder - only dribbling the fuel in and not cracking to the correct pressure then there would be a bit of black smoke on acceleration and your oil would degrade sooner. Would also cause carbon build up on the cylinder head and piston tops quickly. If this has occured, fix injectors (?100 max for 4 Bosch inj.) and then add Millers Diesel power plus to the fuel system to help remove some of the carbon build up.
Check these things and let me know what you discover.