This makes it look like the problem is with the tune. When the pipe is cold the ECM would go in a cold start mode like putting on the "Choke". Well over-doing it I presume. On a cold morning it would be interesting if you pulled the pipe and can sensors out and warmed them with a heat gun, then tried starting. I bet it would fire right up. All these problems could be due to a temperature sensor that is out of range, when cold. You could also learn which of the 2 sensors was responsible for telling the ECM that the motor needed "Choke"