Glad to hear you solved the black splatter issue. As others have said this is normal cold weather startup. True for gas or diesel, just noticeable on the diesels due to the soot being washed out of the exhaust.
On the older VW diesels (maybe newer also) they ran a snow screen between the inlet and the filter. Screen was a fine mesh that would collect snow and stop up. Behind the screen was a flap that would open up and allow engine to draw warm air from the engine bay. Maybe you and others could devise a permanent manual flap or valve to install inline for winter use.
Thanks, I put some cardboard sheets in front of the radiator and air intake under the hood, that worked fine in the really cold weather. Now that its warmed up to freezing, I moved the cardboard forward in front of the battery/ air intake. It's easy to move around under the hood to help keep snow out of the air/ rad (seems to work).
I gave it a hard workout last night (plowing a lot of snow uphill) - just for fun really, got it up to temp and saw sparks come out of the exhaust in the dark, I guess carbon/ soot burning off. Tractor seems fine.