Well its contrary to normal physics as it would dictate engines should run better in the cold when they get up to temperature as the colder air provides for a more energetic combustion and also the engines run slightly cooler on the move.

Is it the COLD or the DAMP/WETNESS that is effecting performance? If its the cold I would think that maybe the engine isn't warming up properly or it is running far far too rich so if it is absolutely fogging the air behind with black smoke then this may be the cause. If the problem is caused by moisture or wetness, it can't be anything ignition related as diesels don't have ignition like petrol engines. May be something to do with moisture in the induction system or moisture effecting a sensor. One thing to try may be to get it up on a live sensor scanner to see if any outputs seem dodgy.