So I had an issue today with starting up my wrx. It would turn over and startup but then turn off after 1 second. I tried this a few times and it kept turning off. I then held the gas pedal down for 10 seconds at around 3000 revs. The car stayed on but turned off when I let go. I did it again at 4000 revs for 15 seconds and then the car stayed on and drove fine. I also tried starting it up again when I got home and it started fine. Is there anything that could relate to a cold start up and the car not wanting to stay on?

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WRX MY05
215HP - 16 PSI
Ultrex TBE
Cobb Air Intake
STI Intercooler