Mostly it's the start battery that have problems in the cold. The diesel sold in Norway have anti-gelling substances added; cars run fine in -20 degC/-4 degF.
I live in the southern USA. So it makes sense that I have never heard of this. We had a -6°F night the other night but usually it'll freeze at night and be back above freezing by noon.
diesel starts gelling at warmer than water freezes.
It's likely that the stations around you switch to a winter mix.