I did reply to this when you posted it in Parts & Repair forum but here are a few simple steps to check.
First - when it shuts foo like this you must turn key to Off, wait a seconds for the control module to reset then turn key back on.
With key on - Do you hear the solenoid click on? Is the Glow Plug/Pre-heat light coming on in the dash? If you hear the click and glow plug light comes on means both relays are working. If not troubleshoot why.
You did mention there is smoke, which means it is getting some fuel, but may not be enough.
Look at the fuel filter housing and the shut off lever on it. There are 3 positions for the lever (off, run/on, & air for bleeding). Make sure it is in the ON positon. It is possible for the engine to start and run with lever in Air position if conditions are right, but then change to no run or start if fuel level is low or too cold.
