How old is the engine? If it's not done a lot of work the problem is probably something simple. If it's older, the possibilities become wider.
Best to methodically work through the thing starting with the basics to make sure they are all in spec. Start with valve clearances, fuel Filter, injector spray check, compression etc.
I have used a lot of alcohol to start diesels but if you need oil as well then I'd say something is either worn or well out of wack. Could be something simple like tight valves or the thing may need a rebuild.
By working through and making sure the basics are right you'll get to the answer sooner and not spend money on the wrong soloutions.