Hi, i have a audi a4 2004 tdi 1.9 about 240.000km

so the winter is comming to norway, and so are the problems..
Ive had the problem for quite a while, when its cold -1 and down, it happens that the car stalls after starting. I turn the ignition, and the car runs for about 10-20 sec. Then it dies, when i try starting it again it will not start... if i wait some hours it starts again and runs for about 5-10 secs and die.. if i putt a heating fan on the engine and warm the car up, then it starts. i have changed the disel filter but did not fix the problem... any ideas?
the car has been chipped
any healp is greatly appreachiated