Update:
After multiple trips to the dealership where they couldn't duplicate concern I found the exhaust leak myself. I used a CO meter and traced it to under the passenger side (by the exhaust, obviously). I put my hand near the clamp just following the catalytic converter and before the flex pipe. Exhaust was puffing out of that. To me, this explains why the smell is only after cold start because once the cat warms up and def starts flowing the exhaust gets treated and smells less like raw diesel. Heres a picture of the clamp, and a link to an article that discusses the leak. Why couldn't the dealership find this?
https://gm-techlink.com/?p=13781