The only reason I don't think it's warming at a normal rate is because I have three friends who are also driving older Fords (+/- 2 years) with the same engine- we drive the same distance to horseshows, drive to the same hotel, park the trucks and if we start at the same time- they're ready to go a few minutes later and mine still won't go above 25 mph- it makes a "sipping" noise and is quite lazy. When I have it started and idling to warm up it also sounds odd- almost like is cycling low and then high? Not really sure how to describe it. But I'm around lots of diesels and they don't do these things.
Yes, this sounds like the EBPV (Exhaust Back Pressure Valve). The tube from the valve to the exhaust downtube can get clogged. You can pull the valve and tube run brake cleaner through the tube and lightly through the valve. The carbon in the smoke can build up in the system if you are not running the engine long or hard enough to burn out the exhaust system.
I bought my 06 F-250 in NC, a relatively warm state. Had it for 1 winter there with no issue. When I moved out to CO, I realized that she didn't like to fire up so quick when it got cold (<20). Once it got REALLY cold (<0) it would take a good 15 mins to fire up. Took it to the dealer and 5 of my 8 glow plugs needed replacement
Once that got done, she does great in the cold now!! A little sluggish and a LOT loud for the first 5 mins but I've had no problem at all starting up