STOP!
Don't make changes until you know they are necessary!
Do some tests on the glow plug relay. Disconnect ALL small wires from the glow plug relay. Do the following....the ignition key should be OFF.
First test - Using a test light, verify you have battery voltage at the large lug NOT attached to the Z strip.
Second test - Verify that a test lamp will light when one side is connected to the large lug with battery voltage, and the other end is connected to the lug with the Z strip. Leave this light connected, and illuminated. (note... this light is being grounded through the glow plugs, so they all must be connected. Do not use a headlight or other light which draws a lot of current). If the light does not light, then your glow plugs are not connected or there is a break in the wire.
Third test - Connect one of the small terminals on the relay to a good engine ground, and then using a short piece of wire, connect the other free terminal to the large lug with battery voltage on it. You SHOULD hear the relay clunk, and the test light should go OUT. If this does not happen, then your relay is bad.
If the light stays lit, but is dim, your relay is still bad. It should go out completely.