hello matey,
right, cold starting issue. I have this intermittently 1st thing in the morning on my mk5 golf gt tdi and have done since new. Start in the very same way, sluggeshly fits low rpm them conks out. However on restart it sounds groggy then as the revs climb to 1000.
VAGCOM reports and has done from new, that I have malfunctioning glow plug and that will probably explain why cold starts on mine are sometimes odd. Possibly the same on yours??
As for the auto lights, check there is no dirt on the wind screen out the outside inline with the area where the rear view mirror fits - this is where the sensor lives to detect light. I know there have been some issues on here where peeps have had their windscreens changed and it's messed up the sensitivity of this sensor.
You can (i think) use VAGCOM to tweak the sensitivity so they don't come on so easy.