My take right or wrong on your post. The actual glow plug does have resistance. So you are left with a really bad case of oxidation at the harness connector at the plug or the other end of the wire .. Or the actual wire feeding the plug has gone open. It going open is not that common but still a possibility.

Your ohmmeter will check this. You are looking for less than 1 Ohm. You cannot even have a few ohms resistance or the plug will not be operrational.