Yeah, my Q5 TDI was not happy to have to start in -40F temps, but it did start. I let it idle for a good half hour, just to get the fluids going. The thing with diesels in the winter is that they are more efficient engines and don't run as hot as gas engines, so they take forever to warm up.

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After letting it sit idling for a half hour, I drove the 10 miles into town (we were staying in a primitive cabin in the middle of the woods) and by the time I got into town, my temp gauge had just started to move up. When I pulled into the gas station, it went right back down to zero. On the drive back, it barely moved.