Ford F250 turbo diesel cut out and died as left house this morning, cold morning. Will not start, not even a cough. Have new fuel filters, need location of the filters, anything else I should check?

When your truck cut out your diesels security system engaged usually for older systems if diesel hasnt changed much it would be as simple as bateries disconnect for bout ten minutes reconnect and then prime the system on cold cold mornings if you take off too early without letting your plugs warm before start you burn out the glow plugs no start at all
If you have new disel system reset comp by removing the dtc codes and im sure you might have pulled a code diesels need to warm up before driving

If you have the 6.0 then the filters are located on top on the motor right beside your oil filter and under the drivers side on the fuel pump, check to see if you have diesel in your bowl where the fuel filter is, no diesel in there your fuel pump might be dead, check fuses to fuel pump and check relay on the passengers side kicker panel, check your owners manual