If the motor ALWAYS stumbles after a cold start I'd suggest you check
the fuel system's hose connections and fuel filters for tightness. A
small air leak into the fuel system could be causing the stumble.
Since you don't mention misfiring upon starting, the existing glow plugs
must be working, perhaps not at 100%, but none the less working. So I'd
suggest you also consider adding some diesel injector cleaner to the
fuel - 1 or 2 cans - to ensure the fuel injectors are clean.
I believe one needs to remove this motor's intake manifold to reach all
six glow plugs. If you do this be sure to install either Beru or Bosch
Once the engine's stumble is cured, further problems with the 4-matic,
if any, will be only related to that system.