Does it only have trouble cold starting, or does it ever have trouble starting when it's been running and already warmed up?
I don't know anything about CAT's but if your lift pump was bad for awhile it probably overworked your injection pump which is probably slowly shitting the bed from doing the lift pump's work on top of its own. I would have your fuel pressure/flow checked and injection pump checked.
The air grid heater sounds like a great idea, and also maybe an electric lift pump? But just beware of band-aid solutions, a fuel system issue is only gonna get worse over time.
On another note. Are you running a winter fuel additive such as PowerService (white bottle for winter, not gray bottle)? I run that stuff at 2x the dose on the bottle.
In my opinion, the synthetic oil is worth it only if you will run it for that much longer, which you certainly can in some applications.. it should also give easier cold starts and a slight HP gain.
I would recommend the Rotella T6, it is really not much more expensive than the conventional Rotella 15w40.... But if you read up on synthetic lubricants, they're mostly a crock of shit anyway unless you buy the really fancy stuff.........