Looks great so far. You are really making swift progress on this project! Puts most of the rest of us here to shame!
I have a couple of spares of the cold start timing advance device wax thermostat in case UK Amazon doesn't pan out. Have the Bosch number I could read from them too. I ordered them through a fuel injection rebuilder shop using that Bosch number a while ago and they were able to get them no problem, I think around $40 each. Not bad.
Following your other R&D on the oil cooler thermostat reengineering project, looks like you have a clever solution in the works for that, thanks for sharing it.
For the fuel system, one trick I have used on a couple gas to diesel conversions that worked well was to just put a return bypass in, that tees from the high pressure gasoline supply line right into another tee in the return, before the diesel fuel filter head. Since the supply plumbing is usually a little larger diameter than the return, this results in just a little bit of positive pressure (maybe 3psi or less) -- just what the VE pump wants -- with plenty of volume delivery, and then the internal transfer pump in the VE pump does the rest to pull it from there. Much simpler than trying to strip the pump out of the pickup in the tank, or installing an expensive pressure regulator like what is used for a carburetor. The gasoline tank pump pumps diesel just fine. Having a little positive pressure makes changing fuel filters much easier too, a nice feature. If there is an inline gasoline fuel filter it can be bypassed and removed, assuming you plan to retain the stock diesel engine mounted fuel filter.
To get the gasoline fuel pump to know to run when the "dumb" one-wire mechanical diesel engine is running (usually they're triggered by the gasoline ECU or something else in the gas engine control system that presumably you will remove), I have had pretty good luck building a simple control circuit using two relays: one NO (normally open) relay that is triggered on the positive side to activate the tank pump under conditions of starter engaged and/or glow plugs energized, and a second NC (normally closed) relay controlled on the ground side by the alternator D+ circuit, which grounds with the engine stopped (opening the relay's circuit) but floats when the alternator is turning and charging (closing the circuit and activating the pump). That way the fuel pump operates to prime the system whenever you have the glow plugs on or the starter cranking, then it continue running when the engine starts and the alternator is spinning. But, if the engine stalls for whatever reason, or is not started shortly after the key is first turned on, the electric tank pump doesn't needlessly run forever with the engine stopped. (Or heaven forbid, in the case of an accident, you also want the pump to be designed to quit running when the engine stops, so it doesn't keep pumping fuel all over the place and increase the risk of fire.)
Anyway maybe that idea helps with your situation. Done something like this a handful of times and it has been successful for me at least. Another way to do it could be with a time-delay NO relay in place of the first relay I described above, that runs the pump for 30 seconds or a minute or something like that every time the key is turned on, and then the second relay (NC, controlled by alternator, or optionally you can also use the oil pressure switch for that one) takes over when the engine starts. But those timer relays have always been a little harder to find and more expensive than just a standard 5-pole Bosch type relay. I guess an old "slow-glow" type glow plug relay like from a very early Rabbit diesel could always be used as a timer for this, if you had one on hand, with the temp sensor circuit left disconnected to provide maximum engagement time.
Some gas Volvos have it even easier for diesel swaps, with a low pressure lift pump in the tank in addition to the high pressure inline pump under the rear seat. On those you can just leave the low pressure pump in place and running, and remove the high pressure pump/filter assembly, and it results in a nice low pressure high volume fuel supply perfect for the VE pump. If memory serves, though, CIS gas VW/Audi cars of the era of your QSW would have only one high pressure pump in the tank so this solution wouldn't be available to you.