If I had to guess I'd say the fuel flow is being restricted by ice in the tank, lines, or new filter. The most likely guess is the new filter has some water in it (again) and as it gets below freezing it begins to restrict the fuel movement.
If there's water in the tank, about the only way to get it completely out is to remove the tank and flush it, which I suspect is a pig of a job. The thing is, I doubt the filter will allow water to pass through, instead it "holds" some of it due to the porosity of the filter. Fuel will go through no problem, but the larger water molecules hang up in the fibres of the filter and restrict the fuel.
It'd be worse when it was below freezing, once the water freezes, it forms an impassable barrier for the fuel. That's why the heater worked the first time, it thawed the filter.
You can try some diesel or heating oil anti-freeze.. it's the same idea as gas line antifreeze, but has some additives to prevent damage to fuel pumps. The active ingredient in gas line anti-freeze is alcohol, which has zero lubricating qualities and is pure poison to a fuel injection system or even a furnace burner oil pump. A lot of diesel cold-weather additives have ingredients to prevent gelling and a cetane booster, but may not have an anti-freeze component. Either way, you'll have to get it going again if you use the anti-freeze option to get it through the system.
A short term fix may be to remove the line going to the first filter and drain the tank, then add fresh treated diesel (and another new filter!) with an antifreeze component in the additive. The trouble with that is, if there IS water in the tank it'll go to the lowest point in the tank, fuel being lighter than water and sit there, usually just below the level of the fuel pickup or drain point. When the tractor moves around, it sloshes around a bit and some water goes into the fuel line, hangs up in the filter and freezes and you're stuck. Again.
That's my 2 cents, not good news for a freezing day in January though.
Sean