At worst could be cracked head. A hairline crack would open when the engine is warm losing compression, when cold, it would close up hence no symptoms!
Other things to look at include fueling, make sure that is all ok and check the deisel relay in case its not kicking in/ out as it should, but in theory it should start without when hot anyway, as the block is warm enough!
My diagnosis would be cracked head, which the turbo deisels suffer from! Most noteably the 2.8, 3.3 turbo (spanish), the non turbo sd33 is bulletproof!