Do you have a piston reset tool? The Cox conrod attaches to the piston with a crimped balljoint, not a wrist pin. Most of the recent production Cox product engines like you have seem to have loose balljoints and need resetting to get them to run right and not shell out the piston at some point. Davis Diesel Products has the tools.

Another thing that really makes a difference on Coxes is having a really hot glow plug battery. A nicad at 1.2 volts makes it hard to get them going. We use two D cells in parallel to get 1.5 volts. With a drop of fuel in the exhaust and a starter spring, they fire right up. Also be sure that the needle valve body, the venturi, and the area under the reed are spiffy clean. Any dirt will cause you no end of grief.