Once the car has started once and is a tiny bit warm it has no problems starting up consecutive times.

l have replaced the glo plugs and the battery. What could the problem be? It is quite old and has done 150,000 miles so far.

Try replacing the inline fuel filter and then try an injector cleaner.
It is possible that the glow plugs are not being heated up enough.

The problem could be the glow plug relay,the relay is the componant that actually tirns the glow plugs on it usually incorporates a timer device in it.If u r mechanically minded u could try this to verify the problem,get yourself a peice of 10guage wire with two aligator clips on it,attach one end to the glow plug connector located on the cylinder head,and then attach the other end to the battery positve terminal,wait 10-15 seconds & crank the engine over if it starts right away u now know it is the relay.

glow plug relay

hi there,
there r so many things that need to be taken into consideration about cold start-up on any diesel, at 150k miles compression is a big question, then u have timer control for the heater plugs & temperature sensor control as well, there is also injector pressure & spray to consider too. Best to take it to someone who deals with diesels as a business.
Someone with no experince could end up spending way too much money on something that could cost pennies or possible be beyond economical repair.
Good Luck

diesels have alot of compression. with that mileage, perhaps the rings and valve seats are a bit worn. consider installing a block heater and plugging it in at night.

have you done the glow plug relay?