What does it mean when a dead-cold diesel starts fine but idles slowly?

I've got a Nissan powered by a non-turbo TD27 diesel 4-cylinder that I've been chasing issues on. This is a mechanically injected engine.

First issue was that it would run extremely rough and puff white smoke when started, and do a bunch of misfiring. That turned out to be aerated fuel, solved by replacing a bunch of lines, clamps, and the filter/primer/separator assembly. Now it starts right up, doesn't misfire, and doesn't blow white smoke around in huge plumes. I also changed the injectors and seals at this time because the old ones didn't look great, and had also changed the glow plugs (OEM NGK) over the course of troubleshooting, as well as cleaning up all connections and verifying glow circuit operation.

One issue that didn't go away is that it idles at 500-600rpm when dead cold, even though I've got it set for an 800rpm idle (there's a manual idle control knob in the cab) which it holds perfectly once there's a little heat in it.

I've also noticed that instead of blowing smoke constantly when cold, I just get one good fart of white smoke when I first hit the gas to set off, and it seems like colder weather makes that smoke puff worse. It goes away very quickly though, and never misfires anymore. No other smoke to note except if I drop the hammer while warmed up and underway, I'll get a brief puff of black smoke.

So, why would my idle be so slow when cold? Is there a control or valve that adjusts something depending on temperature, like gas engiens have?

That is why we warm them up. All the fluids are cold and thick.

I figured as much. But, the vehicle does this even in hot summer days, which is kind of tripping me up.

Finally got a chance to look at the timing advance. I found an exploded diagram of my Zexel IP and it turned out that there is one.

No voltage to it, even on a dead cold start in below-70 weather. Did verify that the solenoid works with a jumper though. Looks like I’ve got wiring to trace