I'm not sure with the newer Dmax engines, Wayne, but the older ones used to have TWO thermostats and they were prone to air pockets if not properly bled for air upon filling. When coolant was filled initially, or after a drain/fill exchange, if you didn't burp the air out at the t-stats, it would give you false "low coolant" warnings. It happened to me once after my first serviced coolant drain/fill, and all I had to do was loosen the little air-bleed bolt on top of the t-stat housing, let the coolant get warm and burp out, and all was fine.
I know that you have a much newer truck than my old 2006 Dmax, and I'm not nearly as familiar with the new engines as the older model Dmax engines. But it might be worth a try looking around to see if there's a bleed port somewhere high up in the coolant loop or t-stat housing. There are several videos on this very topic on YT; probably can find out more there. Not unheard of at a cold start; apparently you're not alone.
I looked at my old diesel Dmax website I used to frequent; there are a lot of complaints about false low coolant warning for the L5P. The sensor is in the recovery tank and apparently has been known to be bad from the get-go.
I'd first try filling it a bit above the line. If that does not stop the error light, then it's a trip to the dealer.