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My truck's not a diesel but it also makes that whining noise when cold, as well as one that sounds like a fan hitting paper, and the shifter doesn't want to move into gear. Mine also wants to take 25 minutes to warm up at idle and at least 8 going 2000 RPM down the highway (300 strait six) it's prolly just a thermostat thing. After everything is warm she always purrs like a kitten though even after 171,500 miles......... oh and she still manages to start every morning, even with these below zero overnight temps in Conn.
I plug mine in at 35 for about an hour before I go out and start it. Any colder than 20 and I'll plug it in when I get home and unplug it when I leave for work. Live I fairbanks Alaska
I havent had a whine on my X even in the past couple of weeks which was unseasonable cold in the Boston area. Even after working 12 to 16 hours while it sat unpluged. (no plug at work).
But on the other hand i did have a whine on my Bronco when it was cold. After i changed the tranny fluid it was gone.