WOW, some really "interesting" replies.
First, suspect this is a Caterpillar 3126 330 HP.
Choke??? on a diesel??
EGR cool down time on a Caterpillar 3126???
Engine is toast because of a (possible) turbo oil seal leak?????
Inline shut-off valve-- never seen one on that chassis, but a VERY good idea on the inlet side of the primary fuel filter.
Let's start with the BASICS:
Are the dash gauges still active/Allison shift pad still illuminated? If so, that points to a failure of the IGNITION SOLENOID or IGNITION SWITCH.
Please give us more facts on exactly what is working as usual vs what is different when you turn off the key.