If your 3000 has the inline pump, there will be next to nothing going back to tank because that line only collects leak off fuel from the injectors, which is a very small quantity (we're talking a few drops/minute here for each injector). Assuming the hoses were empty, it may have to run 30 minutes or more before enough collects in the hose to spill back into the tank.
Along the same lines, with regards to the thermostart, you'll likely need to run it some more before you get enough fuel in the line to feed it also.
Finally, assuming you have the inline pump, are you using the cold start button on the pump? It makes a big difference in cold weather.