A Few Quick Checks
With the meter set on volts and the black lead to ground, when you have someone turn the key to ON from the OFF position, all of the glow plugs should have about +12V on their metal tips where the wires connect. No voltage - its a clue.
Check to make sure you have +12V on both sides of the glow plug relay fuse. When you pull the cover off the glow plug relay, there is a heavy strip of flat wire between two screw terminals. That's the large-amperage fuse.
Check back in with us after those tests - we'll narrow this down.