Diesel fuel is winterized - for the location its sold in, and nothing more. The diesel sold in Texas will not have the same winter properties as diesel sold in Minnesota in January or February. It costs more to produce diesel intended for winter use, and most real winter diesel has lower energy content to boot, lowering fuel economy further. That's why the diesel from down south doesn't do well in cold weather. We see it all the time in trucks that come from warm weather locales and filled up there with no treatment or preventative, and well...
Yes to removing and replacing the fuel filter. You will need to refill the filter with non-gelled diesel and diesel 911 around a 50/50 mixture. Restart and allow to warm up. Best bet is get it in a heated shop to warm up. If you can't get it in inside, then creative tarping and a torpedo heater to heat the fuel and fuel lines back up. Yes, it is hazardous.
All of this is no fun, and big part of why I shy away from diesels anymore. We are lucky all of our equipment is indoor parked and heated.