Have you done a compression test yet? If the compression is good then you could be looking at injectors for the temperature differences. Before you throw a couple of injectors in the engine, run a cleaner through your fuel system. Diesel Kleen and Hot Shot's Diesel Xtreme are a couple of good ones. Even ATF although I don't run it in mine just for the red dye that will now be in your fuel until it's burned up. Maybe a good cleaner will be able to clean up the injectors that are making the cylinder run cooler. If you're not losing coolant (not talking about external leaks here) then there can't be steam coming out of your CDR valve. Most likely it wasn't ever steam. These engines naturally have a lot of blow by, which causes there to be a lot of excess crankcase gasses. Those have to go somewhere and the CDR is designed to put them back into the intake to be reburned. There will also be a lot of blow by coming out if when you remove the oil fill cap with the engine running.
If you have to replace injectors, your best benefit will be to replace them as a set. It's also best to replace the injector pump and injectors as a set ($$$$$). That is unless you know for a fact that your pump and/or injectors are fairly low miles and have had a quality rebuild done to them.