Probably the best value for a book would be a Haynes manual. If you can find one on a diesel of your model. Remember, it's a 115, not a 123. There will be some things different on the Euro model, some of them will surprise you I would expect. But the Haynes manual would be your best bet.
The best at any price would be the CD available from the partsshop on this site. But I don't think they have one for your car, you should check.
If you're missing an insulator, you've probably found your problem. You probably need to use an ohmmeter to ensure that the circuit is okay once you're done. There are good instructions in the Haynes manual. If you know someone with basic electricity or electronics knowledge, they can check the circuit to ensure that all the plugs are in series with progressive resistance and voltage along the trail. Also, once you fix the insulator problem and have the glow plug circuit right, you MUST find the bar fuse I spoke about, just trace the glow plug wire from the engine, and you should find it. If you were missing an insulator, the circuit was grounded somewhere in the middle decreasing overall resistance to the glow plug chain. This most likely blew the fuse. The fuses are inexpensive and can be had at the dealer. Don't wire around the fuse, you don't want to compound the problems you already have by burning up some wiring and maybe the relay.
The fuel filters are not that difficult to replace, but I would wait until you get the glow plugs fixed. Deal with one thing at a time.
'84 Euro 240D, 516K miles
'88 300E 5 Speed
'81 300D Daughter's Car
Over 800,000 miles in