Q: Stalling at cold start, runs fine when warm

Diesels are in fact notorious for being cold blooded by nature and can be even worse on cold starts. This is mainly due to the manner in which diesel fuel is ignited vs regular gasoline. Diesel fuel has a much lower flash point than diesel does which also makes it particularly more difficult to ignite. What you are describing however, does sound like a dirty or failing idle air control valve. The idle air control valve reads the air intake as it is mixed with fuel prior to being injected into the engine at low speeds and at idle. Since this valve is controlled by the vehicle’s computer, it will adjust idle speed based upon other measurements such as engine temperature, intake air temperature and electrical system load or voltage. When you accelerate, the engine RPM increases, and as you let off the gas, the RPM slowly returns to the normal idling speed with the help of the idle air control valve. When the engine RPM drops below the normal range of about ~800 RPM, this often times will cause the engine to stall indicating a dirty or faulty idle air control valve. I would recommend having an expert from YourMechanic come to your location to diagnose and repair your idle air control valve.