Think it is because it is low on fuel the pump making a noise to deliver fuel. I hear that noise with the pump when I first change my fuel filter as the pump is trying to fill the filter and lines with fuel. I have a 2004 TD5
It can get pretty cold here during winter. Any kind of engine warming will help. I now have a Webasto heater installed and not only it starts at turn key, it also reduced wear on the cylinders. Make sure your fuel non-return valve works well as well as the 4 glow plugs
I had purged the fuel filter and there was indeed a bit of air left. It has been purged since then. However, with the coolant heater, it started right away.