Since the chemical head gasket leak detectors used on gassers don't work on diesels, there are other tricks that need to be used. On mostly older VW IDI diesels made before 1981, there would be a quick rise in cooling system pressure and very small bubbles. With the newer stretch bolts, the problem went away.
All the places to mentioned to check in this thread are good places to check for leaks.
Your heater core, since you smell it, might also be a good place to check including the hose clamps. Where the water drips out of the AC evaporator in summer should be where it would drip coolant if you have a bad heater core.
Another possibility would be the water pump seal.
Also the hoses or clamps to the EGR valve can leak, or the EGR valve can leak.
Here is a check you can do that I have done before. Open the hood and with a glove on squeeze a radiator hose going to the radiator, not the intercooler hose. Start up the engine and do a hard acceleration around the block or about 1/5mile, pull over, open the hood. With a glove on, squeeze the hose again. If the hose is real hard (like Viagra Hard) indicating high cooling system pressure, you may have a problem. If not chances are you just have a stray leak.
Your starting problem sounds more like glow plugs or a small amount of air in the fuel. I came up with and have used the same trick GDE covers (figured it out and then read their thread
) on checking glow plugs that is easier than doing it Mopars way 
, so check the threads. Good Luck
You most likely have a "Cold Water Leak". Check all your connections after the jeep has cooled down and sat in the cold over night. You should be able to see it dripping or wet at the site of the problem. You stated you smell coolant coming out your heat vents. That is where you should start to look. If you do the squeezing of the coolant hose you are looking for coolant flow or "the lack of". You can also use a heat gun to quickly check to see if your thermostats are opening correctly.