My experience with the XUD was that it always needed the glow plugs to start. Always. Even on a warm day with the engine already up to temperature.
Glow plugs under ECU control do weird things. Just because the light isn't on doesn't mean they're not in use - most modern diesels run them as soon as the door is unlocked or opened, which gives the illusion of instant starting.
BTW, the squishy priming bulb thingamajig never goes entirely solid.
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