There is a time relay that controls the glow plugs. They should stay on for about 35 sec then turn off (light turns off sooner depending on temperature of engine). Put a volt meter on one of the connections to a glow plug and see if they are turning off. If you don't have a voltmeter, you can use a small 12 volt light bulb in a socket with wires. If they stay on, you probably need a new glow plug relay. The glow plugs will drain a battery quickly because they draw more than 50 Amps.
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