if you have no loss of power then I doubt its a loss of compression and you could also do a compression test across all cylinders to confirm this
I'd check that you're getting full power to the glow-plugs, they pull a lot of current so take care when checking but see if the relay is clicking when the ignition is turned on first and also check the fuse if this is OK check to see if the engine earth strap is also OK.
If the plugs haven't been changed in the last 20K then they may have to be replaced.
You can test the glow-plugs with a multimeter by measuring the resistance across the plug ( between the power connection and the body) it should be around 4-8ohms if its tending to infinity / open circuit the plug is faulty or by using a clip on current clamp, either on the supply wire to glow plugs or onto engine earth, with glow plug light on you should see 15-20amps for each glow plug fitted, 4 cylinders would be approximately 60-80amps.
Also its worth checking that the electric pump that feeds the main fuel pump is working correctly, it should run for a few seconds then switch off when you first turn the ignition on. If the connections to this are corroded or damaged then the pump could stop at any time. Check that its relay switches in and out and the relay contacts are clean and bright – replace the relay if in any doubt and do the same for the fuse, ideallymeasure the voltage at the pump and check its getting 12V
Also if its not injecting at all then check the connections to the crankshaft sensor, unplug it and check for corroded contacts and broken wiring, and consider fitting a new sensor - do the same for the cam position sensor
If the EGR valve is stuck open then this too can effect starting so try disconnecting it to see if this helps or changes anything
Could also be an injector leaking fuel back through the overspill pipe, so not getting enough fuel pressure to tell ECU to fire the injectors, this is trickier to find and you’ll need the garage to do a ‘run back’ test to identify which one is the issue
Lastly it’s also worth considering fitting a new fuel filter as if only slightly blocked this can lower fuel supply pressure and choke the main pump, the pump will be more sensitive to this when its cold as diesel thickens considerably with low temperatures.