White smoke = not enough heat.
Black smoke = to much fuel.
No smoke = no fuel
The glow plug temp sensor or timer might be on the fritz. Thats why it cuts off to soon. It is possible that there is an air leek in the fuel system or you got a load of water. Also in cold weather you can get gelling of fuel. Is the fuel clean looking or cloudy. Cloudy is a bacteria in the fuel often reffed to as diesel fish. They can cause problems when it's bad enough.
How long has it been loosing power? Fast or long, over time.