I have a 1999 406 Hdi 110.  Great car, fully serviced etc.  However in
May this year it failed to start from cold.  The engine turned but
would not fire up.  After a succession of trips to a couple of garages
the pump in the fuel tank was replaced (twice), the engine mounted
pump and the air flow mass controller was swapped temporarily.  The
glow plugs are OK. Following this the car always starts but often
after several attempts.  It seems that starting a cold engine is not a
problem, but starting an engine which was hot and then allowed to cool
for 20 minutes is a problem.  Starting a hot engine is OK.

Has anyone any suggestions where to look next?

Thanks