Taking out the starter in these cars are definitely an exercise in patience. Is the glow plug light coming on and then going off inside in the car on the instrument panel? How cold is it there?
I would also suggest that you disconnect the return and supply rubber fuel lines and put them into a plastic container. Fill that container with diesel and see what happens. It would rule out fuel delivery from the fuel tank.
I would also suggest that you disconnect the return and supply rubber fuel lines and put them into a plastic container. Fill that container with diesel and see what happens. It would rule out fuel delivery from the fuel tank.