I'm with Rog here, cold start video to dealer, I have a feeling your clean plug is like this as its possibly running lean ie the injector is not supplying enough fuel to that pot. This would certainly account for the cold start rattle as in effect its running on three cylinders . When it all warms up a bit there's probably enough combustion created to smooth things out enough on the fuel supplied. Could also be the injector fuelling pattern which is actually washing the plug tip so when cold you have a swamped plug that fails to ignite neat petrol and as it warms from the other three pots it starts to evaporate the fuel enough to allow spark ignition, this would also explain the clean plug tip! You could try an injector cleaner See if that sorts things out but I think the injector will either need a good clean and calibration check or replacing. First though a pattern and delivery volume check need to be done, you can do it yourself using a plastic see through bottle but in all fairness I feel you would need a bit of assistance here, no criticism intended as each to their own skill set. I also agree that the plug threads are due to anti-sieze having been applied. You could check with the suppling dealer if your warranty is covered by other garages and do it locally if the suppling dealer is any distance away. Was it like this from day one if so you could ask for them to collect or authorise a local investigation for you.
You say the car is quite peppy! You have the Mazda VVi engined car and it should go like a scolded cat. A standing start when going for it should impress even a Porsche owner!
Thank you Sewin! I plan to follow your advice and have the dealer look at it. As this is Sweden and they are on holiday for the next four weeks there's nothing to be done about it now, but in all honesty if I can get it running "good enough" (and the battery plus Alan's suggestion to keep the revs up on start have really helped) I will be very happy to have it during these few weeks of Swedish summer. I do plan to follow the suggestion of John07 and CooperMan to see if the exhaust manifold on cylinder 1 is heating up in line with the others, and I like your idea of injector cleaner -- I will look into how that is done. And absolutely no offence taken whatsoever, I am really new to mechanical matters and incredibly grateful for all the thoughtful and generous suggestions that have been offered, what a fantastic forum this is!