Certainly possible.........however, the chances of them all failing at the exact same moment are zero.

Did you see any difficulty in starting for the last several weeks..........maybe the glow plug light behavior had changed...........some symptoms that would have given you a clue that one or more glow plugs have failed?

We can analyze it to death.......but........the old set of plugs should let you know if the relay is the culprit. These things have a habit of returning. If the new "old" set burns out in short order, you'll have your answer.