I have a renault clio diesel. On a cold morning or when its been left for about 5 hrs out in the cold, it will not start straight away. The ignition is fine, its just that the Engine will not stay on unless you press the accelerator. if you try about three times, it eventually starts. After warming , it will start normally.
Please advise.

possibly your glow plugs need looked at/changed.if its a newer low milage model best advice is to get renault to plug it into the computers.