If engine calls for ultra low sulfur diesel fuel, is there damage if you put in higher sulfur diesel?

Looking to buy diesel engine van for family. Never had a diesel. car will stay outside all year in Northern Illinois (possible minus 20F+ in winter). Engine calls for ultra low sulfur fuel, what may happen, other than emissions, if I can not find this type of fuel, say just low sulfur diesel. Will it cause engine issues, warranty issues, emissions control issues? Also I’ve heard that ultra low sulfur diesel will make starting a cold engine VERY difficult in dead of winter, true?