cold start problem
i had a problem similar to yours and i sent it to the local dealership and they told me that my cold start was not working so they reflashed my ecu and ever since then its been good.
they said when it started up the truck, the engine was sensing it was already at operating...
I can not tell you this will fix the problem but my truck would never run right when i had not started it within 24 hours and it turned out to be some stupid recall on the cold start.
I live in Virginia and yesterday I had it priced at a local shop (Twisted Diesel), around 3,200 in VA so i wouldnt imagine it being to much different where you live.
I live in VA but i have not had it done, but I have found the most reliable diesel mechanic wants 3,000 for the install and A.R.P. headstuds, this place is really reputable and stays busy so I guess that is reasonable. Then again that is the only place I have priced.
I believe they are new, but according to the dyno they look pretty good if that is even true. Also injen is a good intake company for boosted cars but diesel is different, and amsoil is a very reputable brand so i want to give it a shot but it is rather expensive.
Does your truck have lock in hubs? If not I would look into purchasing lock in hubs because even when the truck is in 2 wheel drive all of the 4 wheel components are spinning so lock in hubs will save you some.