So the rest of your other electrical problems are gone (besides the pre-glow light)?
Great. Well, the failure of the pre-glow light to come on is a common issue with diesels, and it typically falls in the maintenance category.
As you know, your car uses glow plugs to start the car when cold. The dash light is an indication that this system is functioning. If the dash light is not coming on, by far the most likely issue is a bad glow plug. These cost around $11 each at good prices. (Hint: Get only Bosch replacements.)
Beyond the typical glow plug replacement, you can have a bad glow plug relay or a glow plug fuse (an 80-amp job that looks just like a flat strip). The glow plug relay is quite expensive.
Use the search function on this site to search on glow plugs, and you should find some simple testing procedures. Fortunately on your car, they are "relatively" easy to test and replace.
Also, on the assumption that the problem is just one or two bad glow plugs, you should continue to "pre-heat" the car for 10-15 seconds after you turn the key to ON before starting. This lets the remaining good glow plugs operate as intended and will allow the car to start sufficiently to get you going.