Cold air induction. which is best brand? cannot seem to locate any that are car ready to install, not enough experience to build my own.

Incorrect timing
Dirty or worn injectors
Over-fuelling
Faulty turbocharger (ie not enough air to match the fuel)
Incorrect valve clearance
Incorrect air/fuel ratio
Low cylinder compression (eg sticking piston rings or worn components)
Dirty air cleaner
Restricted induction system (eg system too small or kinked inlet piping)
Other engine tune factors
Poor quality fuel
Excessive carbon build up in combustion and exhaust spaces
Cool operating temperatures

Assuming the engine settings are correct and the motor is in good order it seems you must have a massive carburettor problem.

When the intake valve closes, the moving column of air stops abruptly causing a shock wave to travel back through the intake and even back through the carb gathering more fuel. The more wild the camshaft the greater this effect.
The air box is necessary to contain the fuel mist that is ejected and hold it ready for the next induction. If no air box is fitted then ram pipes should be used, a size selected sufficient to hold the fuel mist.
An open carb will allow the mist to disperse leaving the next induction with a very lean mixture.

An engine dying with the airbox fitted indicates a very rich mixture.
I suggest you begin by checking the valve timing and other settings and do a cylinder leakage test to ensure the valve seats are good.

I never recommend aftermarket modifications to any vehicle. Aftermarket air induction systems - especially those with the "permanent" air filters tend to wreak havoc with Mass Airflow sensors and Intake Air Temperature Sensors. Aftermarket exhaust systems can cause problems with exhaust flow that can mess with the calibration of Oxygen Sensors. These things all lead to severe Catalytic Converter damage. When these vehicle fail to run properly, they are extremely hard, if not impossible, to properly diagnose because the troubleshooting charts for the vehicle no longer apply like they should. (It's hard enough trying to get good accurate information for the FACTORY set-up.)
These systems are set up by the vehicle manufacturer for the best performance and the best efficiency with the least amount of required maintenance.
My recommendation is that if your car does not have enough power for your needs, trade it in for a car with a bigger engine.
- Just my opinion based on 36+ years of experience. Take it as you will.

The problem you describe could be result of a few different things: 1) Check your Idle Air Control (IAC) sensor/motor. This sensor is located on your vehicles, throttle body. The purpose of this sensor is to control the car's idle under various operating conditions including ambiant temperature. In order for it to function correctly, the internal components must be clean (meaning, little or no carbon build up) and it must be undamaged. Sometimes the IAC can be cleaned; however, if this cleaning procedure is not properly done, the IAC can become damaged. This sensor is also sometimes called the "Cold Start" sensor. A new IAC will cost $50-$100. 2) Check you Coolant Temperature sensor. This senso is located on the top of your engine and is screwed into your intake manifold. When this fails your car will experience starting problems when cold outside. A new Coolant Temp sensor will cost about $100. 3) Your battery could be improperly sized for your velicle. If the Cold Cranking Amps (CCA) are not at or above the manufactures standards, your starter will not turn fast enough (when it is cold outdoors) to start your vehicle. Take a look at these three solutions first. My guess is your IAC needs to be cleaned or replaced. Good Luck!

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If your vehicle is fuel injected the problem you describe could be result of a few different things: 1) Check your Idle Air Control (IAC) sensor/motor. This sensor is located on your vehicles, throttle body. The purpose of this sensor is to control the car's idle under various operating conditions including ambiant temperature. In order for it to function correctly, the internal components must be clean (meaning, little or no carbon build up) and it must be undamaged. Sometimes the IAC can be cleaned; however, if this cleaning procedure is not properly done, the IAC can become damaged. This sensor is also sometimes called the "Cold Start" sensor. A new IAC will cost $50-$100. 2) Check you Coolant Temperature sensor. This sensor is located on the top of your engine and is screwed into your intake manifold. When this fails your car will experience starting problems when cold outside. A new Coolant Temp sensor will cost about $100. 3) Your battery could be improperly sized for your velicle. If the Cold Cranking Amps (CCA) are not at or above the manufactures standards, your starter will not turn fast enough (when it is cold outdoors) to start your vehicle. Take a look at these three solutions first. My guess is your IAC needs to be cleaned or replaced. Good Luck!

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Because it is a diesel engine. They use compression to push the air and fuel mixture together. It pushes them together under such high pressure that they heat up enough to spontaneously ignite. If the block is cold, the mixture won't get hot enough to ignite. If you don't have a block heater, you need to have one installed so that it'll start when cold. Your only other hope of getting it started, besides building a garage to keep it in, is to put a tarp over the hood and run a propane or kerosene heater under the engine until it is warm enough to start.

that box or sensor should be located on the air induction tube between the air filter box and the throttle assembly

If you have dual climate control, you most likely have a low freon level. The evaporator can get cold enough for the passenger side (where the evaporator is located), but not cold enough to transfer cold air to the passenger side. Have it inspected for a leak and the freon level topped off.

The milky substance is a normal moisture issue. Partner ...if it's 40 below outside and it's not in a garage or has no block heater... your gonna have issues. Warm motor + extreme cold = moisture buildup and once cold...heavy ice build up. Theres a lot of plastic on that motor. Take that into consideration. Don't take it the wrong way... I'm not trying to be rude by any means at all. But when it was 40 below by me...none of my vehicles even started at all. Mine have more metal on them too. Condensation can and will freeze.

Pretty much. The temperature is low enough that if your engine is not properly prepared for the cold you could experience engine issues. i.e. Frozen radiator, tube failures and other issues like low viscosity oil which would create lubrication issues and premature pump failure. Best to ensure that your car is wheater ready for the cold. DRRXR :)