Can you put a test light on the wire that feeds the fuel solenoid and the thermostart as in your photo when switching on in the morning? This should light up for starting a cold engine.
If this is lighting up, the next test is to see what the current draw is on the wire that connects to the thermostart ( the black one ). A clip on ammeter is ideal if you can get one to use. It should draw at least 5amps if it's working. The fuel solenoid should be unplugged so you know that the thermostart is taking the current.
If you cannot get an ammeter, flashing a live feed from the battery should show a small spark if it's working but please don't do this if you are not very clued up about electric currents and short circuits.
If these are working properly, the only thing left is lack of pressure in the fuel rail which will need specialist help to diagnose and repair.
I don't know where you are based but the best place I know for fuel injection specialists are TT Automotive in Loughborough. I have used many but these guys are great.
All those tests have been done. The relay is working and activating the solenoid. The question that remains is the valve on the solenoid opening and letting fuel through The next question is the flame start thingy glowing when diesel is allowed through.
The symptons are as follows. At 4C and below the van is nigh on impossible to start, up to 10C it takes quite a while to start. Above 10C is start ok but still a bit longer than normal. If the engine is warm it will start up on first turn no problems. It doesn't run rough and there are no other symptoms.
When it just refuses to start, the smallest squirt of easy start gets it going immediately without any hesitation at all.
I have had 3 different mechanics look at it. 2 of which did tests on solenoid and relay. Unfortunately being a fulltimer I move about a bit, and the one who is messing me around a bit at the moment is the only one where I have been local to for a period of time.
PS: I have certificates in Electrics and electronics so I am not a stranger to a multimeter