I started having problems starting my 99 Diesel when it was cold recently so changed the glow plugs thinking that this was the problem, needed to keep cranking it before it slowly picked up revs until it ticked over on its own. However even after changing them (NGK's) the problem is still there. In addition I noticed that about 1/2 a tank of coolant has gone missing too.

Now the pessimist in me is thinking that I have a lack of compression due to a head gasket failure which is causing the poor starting problems.

I am not seeing anything at the moment in the oil or the water to tell me that it is definitely the head gasket. What do I need to tick off the check list after checking for leaks in coolant system and heater O rings?

Have you tried glowing the plugs twice? Does that make a difference. Also mine had an issue until I had the pump timing tweaked which made it start much better. Mine also has a hot start kit on it. But that’s a different issue

Yes cycle more than twice but still has the problem starting.

Not sure if you've changed the coolant recently but it may just of finally burped itself, hence the strange 'loss'.
Top it up and monitor.
Do a sniff test.

If you were loosing coolant and compression because of HG problem then I'd expect the coolant tank to pressurise fairly quickly, which it shouldn't do until getting close to operating temp.

So many threads lately singing the praises of Beru glow plugs versus NGK (No Good Kiddo), but the glow plug relay etc must actually work first for any plug to glow.

Is there any air bubbles it the fuel line, and is the intank pump working properly as to me it sounds fuel issue.

Leak off pipes good? In-tank pump pushing lots of fuel?

Could try putting that UV dye in the coolant and see if it turns up on the dip-stick. And yes, put Beru plugs on mine and it is a different car starting. Just a twitch and she's off.